+50.4%
FERG vs VICR
+209.3%
-158.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.2% | -10.4% | -0.7% |
| 7D | -2.6% | +5.0% | -7.5% | -3.2% |
| 30D | -8.9% | -12.5% | +3.6% | -7.7% |
| 3M | -2.0% | -33.6% | +31.6% | +1.6% |
| 6M | -3.2% | +10.7% | -13.9% | -8.3% |
| YTD | +1.5% | +80.6% | -79.1% | -10.5% |
| 1Y | +0.5% | +288.4% | -287.9% | -21.2% |
| 3Y | +50.4% | +213.8% | -163.4% | +13.2% |
| All | +50.4% | +209.3% | -158.9% | +13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling