+1,526.4%
FERG vs VSH
+390.4%
+1,135.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.2% |
| 7D | +9.7% | +14.3% | -4.6% | +7.9% |
| 30D | +15.0% | -7.9% | +22.9% | +15.7% |
| 3M | +3.8% | -19.9% | +23.6% | +5.7% |
| 6M | +10.6% | -30.5% | +41.1% | +13.2% |
| YTD | +17.0% | +85.7% | -68.7% | +4.5% |
| 1Y | +7.1% | +98.9% | -91.8% | -5.3% |
| 3Y | +67.7% | +32.1% | +35.7% | +52.5% |
| 5Y | +76.4% | +39.7% | +36.7% | +59.4% |
| 10Y | +424.2% | +117.6% | +306.7% | +367.9% |
| All | +1,526.4% | +390.4% | +1,135.9% | +1,289.4% |
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