+67.7%
FERG vs VLTO
+70.6%
-2.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +9.7% | +1.0% | +8.8% | +9.4% |
| 30D | +15.0% | +17.5% | -2.4% | +7.5% |
| 3M | +3.8% | +21.4% | -17.6% | -4.5% |
| 6M | +10.6% | +38.1% | -27.5% | -4.3% |
| YTD | +17.0% | +19.0% | -2.1% | +8.2% |
| 1Y | +7.1% | +20.7% | -13.6% | -1.7% |
| 3Y | +67.7% | +64.3% | +3.5% | +41.2% |
| All | +67.7% | +70.6% | -2.8% | +41.2% |
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