+1,335.0%
FERG vs VGT
+1,907.9%
-572.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +3.4% | +1.8% | +1.5% | +2.8% |
| 30D | -11.5% | -0.3% | -11.2% | -11.5% |
| 3M | +1.3% | +3.4% | -2.1% | +0.2% |
| 6M | -1.0% | +35.0% | -35.9% | -9.4% |
| YTD | +3.2% | +28.8% | -25.5% | -4.4% |
| 1Y | -3.0% | +38.0% | -40.9% | -11.8% |
| 3Y | +55.0% | +125.8% | -70.8% | +24.5% |
| 5Y | +72.6% | +134.7% | -62.1% | +35.0% |
| 10Y | +358.9% | +792.6% | -433.7% | +226.4% |
| All | +1,335.0% | +1,907.9% | -572.9% | +929.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling