+67.7%
FERG vs VGT
+136.3%
-68.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | 0.0% |
| 7D | -2.6% | -0.2% | -2.4% | -2.5% |
| 30D | -8.9% | -0.4% | -8.5% | -8.7% |
| 3M | -2.0% | +4.4% | -6.5% | -4.9% |
| 6M | -3.2% | +32.1% | -35.3% | -19.2% |
| YTD | +1.5% | +28.8% | -27.3% | -14.1% |
| 1Y | +0.5% | +35.3% | -34.9% | -17.7% |
| 3Y | +50.4% | +124.8% | -74.3% | -12.0% |
| All | +67.7% | +136.3% | -68.6% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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