+0.5%
FERG vs VSH
+109.0%
-108.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -1.0% | +3.1% | -4.1% | -1.5% |
| 30D | -11.8% | -5.7% | -6.1% | -11.2% |
| 3M | -1.2% | -42.5% | +41.2% | +6.9% |
| 6M | -2.3% | +82.7% | -85.0% | -22.1% |
| YTD | +0.8% | +118.2% | -117.4% | -23.5% |
| 1Y | +0.5% | +109.7% | -109.2% | -24.5% |
| All | +0.5% | +109.0% | -108.5% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling