+351.3%
FERG vs VMC
+156.6%
+194.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.5% |
| 7D | -2.6% | -3.8% | +1.2% | -1.5% |
| 30D | -8.9% | -9.7% | +0.8% | -6.3% |
| 3M | -2.0% | -9.6% | +7.6% | +0.7% |
| 6M | -3.2% | -4.8% | +1.6% | -1.8% |
| YTD | +1.5% | -10.9% | +12.4% | +4.6% |
| 1Y | +0.5% | -15.6% | +16.1% | +5.0% |
| 3Y | +50.4% | +19.3% | +31.1% | +45.4% |
| 5Y | +68.7% | +48.0% | +20.7% | +56.2% |
| All | +351.3% | +156.6% | +194.7% | +301.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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