+424.2%
FERG vs VMC
+125.2%
+299.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +9.7% | -1.3% | +11.0% | +10.2% |
| 30D | +15.0% | +15.5% | -0.4% | +10.5% |
| 3M | +3.8% | +0.6% | +3.2% | +3.6% |
| 6M | +10.6% | +2.1% | +8.5% | +10.0% |
| YTD | +17.0% | -1.6% | +18.5% | +17.3% |
| 1Y | +7.1% | -1.2% | +8.3% | +7.3% |
| 3Y | +67.7% | +35.3% | +32.4% | +57.0% |
| 5Y | +76.4% | +43.6% | +32.8% | +60.6% |
| All | +424.2% | +125.2% | +299.0% | +355.6% |
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