+1,577.3%
FERG vs VFC
+85.6%
+1,491.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.4% | +2.0% |
| 7D | +6.4% | -1.4% | +7.8% | +6.7% |
| 30D | +19.9% | +30.7% | -10.8% | +15.0% |
| 3M | +5.6% | +40.6% | -35.1% | 0.0% |
| 6M | +9.2% | +16.5% | -7.2% | +6.1% |
| YTD | +20.6% | +16.2% | +4.5% | +16.9% |
| 1Y | +5.7% | +42.4% | -36.8% | -0.8% |
| 3Y | +73.6% | +48.1% | +25.5% | +54.3% |
| 5Y | +86.2% | -67.8% | +154.0% | +95.0% |
| 10Y | +440.7% | -48.5% | +489.1% | +440.2% |
| All | +1,577.3% | +85.6% | +1,491.6% | +1,632.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling