+362.7%
FERG vs VT
+224.5%
+138.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | 0.0% | +0.4% | -0.5% | -0.3% |
| 30D | -10.2% | +1.0% | -11.2% | -10.7% |
| 3M | -0.6% | +2.4% | -3.0% | -1.9% |
| 6M | -6.5% | +12.0% | -18.5% | -12.3% |
| YTD | +4.2% | +15.3% | -11.2% | -3.8% |
| 1Y | -2.3% | +22.6% | -24.8% | -12.6% |
| 3Y | +48.5% | +74.7% | -26.2% | +12.2% |
| 5Y | +72.0% | +66.1% | +5.9% | +29.0% |
| All | +362.7% | +224.5% | +138.3% | +230.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling