+67.5%
FERG vs VFC
-79.6%
+147.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.6% |
| 7D | -1.0% | -4.0% | +2.9% | -0.2% |
| 30D | -11.8% | -14.6% | +2.8% | -9.0% |
| 3M | -1.2% | -23.1% | +21.9% | +3.5% |
| 6M | -2.3% | -25.2% | +22.9% | +2.7% |
| YTD | +0.8% | -29.5% | +30.2% | +6.9% |
| 1Y | +0.5% | -14.4% | +14.9% | +2.1% |
| 3Y | +51.4% | -28.7% | +80.1% | +48.2% |
| 5Y | +67.5% | -79.1% | +146.6% | +137.4% |
| All | +67.5% | -79.6% | +147.1% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling