+1,348.4%
FERG vs VSH
+484.0%
+864.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.4% | -2.1% | +1.8% |
| 7D | 0.0% | +4.1% | -4.1% | -0.5% |
| 30D | -10.2% | -4.2% | -6.0% | -9.9% |
| 3M | -0.6% | -50.0% | +49.4% | +7.4% |
| 6M | -6.5% | +80.2% | -86.7% | -15.3% |
| YTD | +4.2% | +121.1% | -116.9% | -8.2% |
| 1Y | -2.3% | +112.0% | -114.3% | -13.7% |
| 3Y | +48.5% | +22.5% | +26.0% | +35.8% |
| 5Y | +72.0% | +64.0% | +8.0% | +53.3% |
| 10Y | +369.9% | +170.4% | +199.5% | +312.9% |
| All | +1,348.4% | +484.0% | +864.4% | +1,120.3% |
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