+69.4%
FERG vs VLTO
+56.1%
+13.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.8% | +10.4% | +10.9% |
| 7D | +7.3% | +2.0% | +5.3% | +6.6% |
| 30D | +18.1% | +21.8% | -3.7% | +9.5% |
| 3M | +1.6% | +20.2% | -18.6% | -5.4% |
| 6M | +8.5% | +36.3% | -27.8% | -4.4% |
| YTD | +18.6% | +18.8% | -0.3% | +10.4% |
| 1Y | +5.7% | +20.4% | -14.7% | -2.3% |
| 3Y | +74.0% | +71.9% | +2.1% | +49.1% |
| All | +69.4% | +56.1% | +13.2% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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