+48.8%
FERG vs VLTO
+27.2%
+21.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.9% |
| 7D | 0.0% | -2.3% | +2.2% | +0.9% |
| 30D | -10.2% | -0.9% | -9.3% | -10.0% |
| 3M | -0.6% | +13.8% | -14.4% | -6.0% |
| 6M | -6.5% | +2.0% | -8.5% | -7.7% |
| YTD | +4.2% | -3.2% | +7.4% | +5.0% |
| 1Y | -2.3% | -9.2% | +6.9% | +1.1% |
| All | +48.8% | +27.2% | +21.6% | +38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling