+1,348.4%
FERG vs VIG
+610.3%
+738.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.5% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | -10.2% | -1.0% | -9.2% | -9.8% |
| 3M | -0.6% | +2.8% | -3.3% | -1.6% |
| 6M | -6.5% | +8.2% | -14.7% | -9.3% |
| YTD | +4.2% | +11.0% | -6.8% | +0.1% |
| 1Y | -2.3% | +16.1% | -18.4% | -7.6% |
| 3Y | +48.5% | +56.2% | -7.7% | +28.0% |
| 5Y | +72.0% | +63.0% | +9.0% | +46.1% |
| 10Y | +369.9% | +241.4% | +128.5% | +270.7% |
| All | +1,348.4% | +610.3% | +738.1% | +1,025.6% |
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 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