+49.3%
FERG vs VIG
+54.7%
-5.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.4% |
| 7D | -1.0% | -2.2% | +1.2% | +2.0% |
| 30D | -11.8% | -3.2% | -8.6% | -7.8% |
| 3M | -1.2% | +3.0% | -4.3% | -5.0% |
| 6M | -2.3% | +8.1% | -10.4% | -11.8% |
| YTD | +0.8% | +9.1% | -8.3% | -9.8% |
| 1Y | +0.5% | +12.6% | -12.1% | -13.5% |
| All | +49.3% | +54.7% | -5.4% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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