+1,394.3%
FERG vs VT
+391.7%
+1,002.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.1% | -1.1% | -3.6% |
| 7D | -2.0% | -4.2% | +2.2% | -0.3% |
| 30D | +5.5% | -5.8% | +11.3% | +8.0% |
| 3M | -7.3% | -5.2% | -2.1% | -5.4% |
| 6M | -6.1% | +0.1% | -6.2% | -6.0% |
| YTD | +7.5% | +8.2% | -0.8% | +4.7% |
| 1Y | -3.9% | +10.1% | -14.0% | -6.9% |
| 3Y | +57.3% | +69.7% | -12.4% | +33.6% |
| 5Y | +68.9% | +53.4% | +15.5% | +45.0% |
| 10Y | +439.0% | +219.2% | +219.8% | +332.2% |
| All | +1,394.3% | +391.7% | +1,002.7% | +1,126.8% |
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