+348.1%
FERG vs VSH
+179.3%
+168.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -1.0% | +3.1% | -4.1% | -1.5% |
| 30D | -11.8% | -5.7% | -6.1% | -11.0% |
| 3M | -1.2% | -42.5% | +41.2% | +7.4% |
| 6M | -2.3% | +82.7% | -85.0% | -16.1% |
| YTD | +0.8% | +118.2% | -117.4% | -16.6% |
| 1Y | +0.5% | +109.7% | -109.2% | -16.5% |
| 3Y | +51.4% | +35.3% | +16.1% | +30.9% |
| 5Y | +67.5% | +65.6% | +1.9% | +40.8% |
| All | +348.1% | +179.3% | +168.9% | +298.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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