+1,526.4%
FERG vs VIG
+642.0%
+884.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +9.7% | +3.5% | +6.3% | +8.2% |
| 30D | +15.0% | +4.9% | +10.1% | +12.9% |
| 3M | +3.8% | +2.5% | +1.2% | +2.9% |
| 6M | +10.6% | +11.0% | -0.4% | +6.2% |
| YTD | +17.0% | +16.0% | +1.0% | +10.6% |
| 1Y | +7.1% | +17.5% | -10.5% | +0.7% |
| 3Y | +67.7% | +67.0% | +0.7% | +41.2% |
| 5Y | +76.4% | +64.8% | +11.6% | +48.1% |
| 10Y | +424.2% | +263.6% | +160.6% | +306.2% |
| All | +1,526.4% | +642.0% | +884.3% | +1,143.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling