+1,516.3%
FERG vs VO
+584.0%
+932.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.8% | -3.3% |
| 7D | +8.2% | +2.9% | +5.2% | +7.1% |
| 30D | +14.4% | +1.0% | +13.4% | +14.1% |
| 3M | +4.3% | -1.7% | +6.1% | +5.2% |
| 6M | +7.9% | +6.7% | +1.2% | +5.7% |
| YTD | +16.3% | +14.0% | +2.3% | +11.6% |
| 1Y | +2.2% | +13.7% | -11.4% | -1.7% |
| 3Y | +67.3% | +65.8% | +1.5% | +45.4% |
| 5Y | +75.3% | +36.6% | +38.7% | +56.6% |
| 10Y | +421.0% | +198.9% | +222.1% | +337.1% |
| All | +1,516.3% | +584.0% | +932.4% | +1,276.7% |
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