+1,516.3%
FERG vs VSH
+412.0%
+1,104.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.6% | +1.0% | -3.0% |
| 7D | +8.2% | +26.2% | -18.0% | +5.0% |
| 30D | +14.4% | -12.5% | +26.9% | +15.7% |
| 3M | +4.3% | -16.9% | +21.3% | +5.8% |
| 6M | +7.9% | -17.0% | +24.8% | +7.6% |
| YTD | +16.3% | +93.8% | -77.6% | +3.3% |
| 1Y | +2.2% | +99.3% | -97.1% | -9.6% |
| 3Y | +67.3% | +35.0% | +32.3% | +51.5% |
| 5Y | +75.3% | +45.8% | +29.5% | +57.5% |
| 10Y | +421.0% | +127.1% | +293.9% | +362.5% |
| All | +1,516.3% | +412.0% | +1,104.3% | +1,273.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling