+2.2%
FERG vs VLTO
+20.4%
-18.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.6% | -3.3% |
| 7D | +8.2% | +0.8% | +7.4% | +8.0% |
| 30D | +14.4% | +18.7% | -4.3% | +9.3% |
| 3M | +4.3% | +21.7% | -17.4% | -1.0% |
| 6M | +7.9% | +35.8% | -28.0% | -1.4% |
| YTD | +16.3% | +18.3% | -2.0% | +11.0% |
| 1Y | +2.2% | +20.9% | -18.6% | -3.5% |
| All | +2.2% | +20.4% | -18.2% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling