+10.6%
FERG vs VSH
-26.5%
+37.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.1% |
| 7D | +9.7% | +14.3% | -4.6% | +8.1% |
| 30D | +15.0% | -7.9% | +22.9% | +15.0% |
| 3M | +3.8% | -19.9% | +23.6% | +4.6% |
| 6M | +10.6% | -30.5% | +41.1% | +11.7% |
| All | +10.6% | -26.5% | +37.1% | +11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling