+69.3%
FERG vs VSH
+67.3%
+2.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | +0.9% | +3.5% | -2.6% | -0.1% |
| 30D | -15.1% | -4.4% | -10.7% | -14.2% |
| 3M | -4.8% | -45.8% | +41.0% | +10.9% |
| 6M | -2.5% | +90.1% | -92.6% | -28.0% |
| YTD | +1.8% | +120.3% | -118.5% | -29.3% |
| 1Y | -0.3% | +112.2% | -112.6% | -30.6% |
| 3Y | +52.9% | +36.6% | +16.3% | +21.1% |
| 5Y | +69.3% | +67.0% | +2.3% | +17.4% |
| All | +69.3% | +67.3% | +2.0% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling