+45.1%
FERG vs VG
-44.1%
+89.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.7% | -8.4% | -3.9% |
| 7D | +8.2% | +15.1% | -6.9% | +7.4% |
| 30D | +14.4% | -4.2% | +18.6% | +14.4% |
| 3M | +4.3% | -3.1% | +7.4% | +4.2% |
| 6M | +7.9% | +0.3% | +7.5% | +7.1% |
| YTD | +16.3% | +95.5% | -79.2% | +5.4% |
| 1Y | +2.2% | +64.4% | -62.2% | -5.6% |
| All | +45.1% | -44.1% | +89.2% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling