+494.6%
FERG vs VT
+223.7%
+270.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.6% | +8.6% | +9.7% |
| 7D | +7.3% | +0.4% | +7.0% | +7.3% |
| 30D | +18.1% | -2.6% | +20.7% | +20.1% |
| 3M | +1.6% | -3.2% | +4.9% | +3.8% |
| 6M | +8.5% | +0.9% | +7.6% | +8.1% |
| YTD | +18.6% | +11.3% | +7.2% | +11.9% |
| 1Y | +5.7% | +14.0% | -8.3% | -1.5% |
| 3Y | +74.0% | +75.8% | -1.8% | +31.6% |
| 5Y | +83.9% | +57.8% | +26.1% | +41.0% |
| 10Y | +494.6% | +219.8% | +274.8% | +331.7% |
| All | +494.6% | +223.7% | +270.9% | +331.7% |
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