+351.3%
FERG vs VICR
+1,679.8%
-1,328.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.2% | -10.4% | -0.3% |
| 7D | -2.6% | +5.0% | -7.5% | -3.1% |
| 30D | -8.9% | -12.5% | +3.6% | -8.0% |
| 3M | -2.0% | -33.6% | +31.6% | +0.6% |
| 6M | -3.2% | +10.7% | -13.9% | -6.3% |
| YTD | +1.5% | +80.6% | -79.1% | -6.2% |
| 1Y | +0.5% | +288.4% | -287.9% | -13.8% |
| 3Y | +50.4% | +213.8% | -163.4% | +27.1% |
| 5Y | +68.7% | +58.8% | +9.8% | +41.5% |
| All | +351.3% | +1,679.8% | -1,328.5% | +265.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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