+56.4%
FERG vs VLTO
+69.5%
-13.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | -2.1% | +5.4% | -7.5% | -4.1% |
| 30D | +8.7% | +22.3% | -13.6% | -0.1% |
| 3M | -7.4% | +19.6% | -27.0% | -14.2% |
| 6M | -6.6% | +35.2% | -41.8% | -18.4% |
| YTD | +6.6% | +17.9% | -11.3% | -1.0% |
| 1Y | -3.6% | +19.5% | -23.1% | -11.2% |
| 3Y | +56.4% | +73.9% | -17.5% | +31.9% |
| All | +56.4% | +69.5% | -13.1% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling