+7.9%
FERG vs VSH
-18.4%
+26.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.6% | +1.0% | -3.1% |
| 7D | +8.2% | +26.2% | -18.0% | +5.8% |
| 30D | +14.4% | -12.5% | +26.9% | +14.5% |
| 3M | +4.3% | -16.9% | +21.3% | +4.6% |
| 6M | +7.9% | -17.0% | +24.8% | +8.2% |
| All | +7.9% | -18.4% | +26.2% | +8.2% |
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