+1,348.4%
FERG vs VMC
+474.7%
+873.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +2.2% |
| 7D | 0.0% | -4.3% | +4.3% | +0.7% |
| 30D | -10.2% | -8.2% | -1.9% | -9.0% |
| 3M | -0.6% | -7.0% | +6.5% | +0.6% |
| 6M | -6.5% | -10.8% | +4.2% | -4.8% |
| YTD | +4.2% | -7.4% | +11.6% | +5.4% |
| 1Y | -2.3% | -9.5% | +7.2% | -0.7% |
| 3Y | +48.5% | +20.5% | +28.0% | +45.7% |
| 5Y | +72.0% | +51.6% | +20.5% | +64.8% |
| 10Y | +369.9% | +150.0% | +219.8% | +340.2% |
| All | +1,348.4% | +474.7% | +873.7% | +1,354.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling