+50.6%
FERG vs VG
-46.6%
+97.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.5% | -3.5% | +1.7% |
| 7D | +6.4% | +5.5% | +0.9% | +6.2% |
| 30D | +19.9% | -3.6% | +23.5% | +19.9% |
| 3M | +5.6% | -4.0% | +9.5% | +5.4% |
| 6M | +9.2% | +9.4% | -0.2% | +7.6% |
| YTD | +20.6% | +86.6% | -66.0% | +9.6% |
| 1Y | +5.7% | +69.5% | -63.8% | -3.2% |
| All | +50.6% | -46.6% | +97.2% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling