+1,526.4%
FERG vs VO
+584.0%
+942.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +9.7% | +3.1% | +6.6% | +8.6% |
| 30D | +15.0% | +2.2% | +12.8% | +14.3% |
| 3M | +3.8% | -2.5% | +6.2% | +4.9% |
| 6M | +10.6% | +7.0% | +3.7% | +8.3% |
| YTD | +17.0% | +14.0% | +3.0% | +12.2% |
| 1Y | +7.1% | +15.6% | -8.6% | +2.3% |
| 3Y | +67.7% | +66.2% | +1.6% | +45.7% |
| 5Y | +76.4% | +36.6% | +39.8% | +57.6% |
| 10Y | +424.2% | +199.0% | +225.3% | +339.8% |
| All | +1,526.4% | +584.0% | +942.3% | +1,285.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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