+1,382.0%
FERG vs VT
+392.8%
+989.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.9% |
| 7D | -2.1% | -2.3% | +0.2% | -1.1% |
| 30D | +8.7% | -5.0% | +13.6% | +10.8% |
| 3M | -7.4% | -4.9% | -2.5% | -5.6% |
| 6M | -6.6% | -1.5% | -5.1% | -6.0% |
| YTD | +6.6% | +8.5% | -1.9% | +3.7% |
| 1Y | -3.6% | +11.4% | -14.9% | -7.0% |
| 3Y | +56.4% | +70.1% | -13.7% | +32.8% |
| 5Y | +67.5% | +53.7% | +13.8% | +43.6% |
| 10Y | +434.6% | +220.0% | +214.6% | +328.3% |
| All | +1,382.0% | +392.8% | +989.2% | +1,115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling