+76.2%
FERG vs VSXY
+37.7%
+38.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.9% |
| 7D | +0.9% | -10.7% | +11.6% | +2.2% |
| 30D | -15.1% | -24.3% | +9.2% | -12.1% |
| 3M | -4.8% | +1.0% | -5.9% | -5.3% |
| 6M | -2.5% | +57.4% | -59.8% | -10.1% |
| YTD | +1.8% | +39.8% | -38.0% | -5.1% |
| 1Y | -0.3% | +196.5% | -196.8% | -17.2% |
| 3Y | +52.9% | +357.2% | -304.3% | +11.2% |
| 5Y | +69.3% | +18.9% | +50.4% | +44.3% |
| All | +76.2% | +37.7% | +38.5% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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