+1,335.0%
FERG vs VTR
+270.4%
+1,064.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +3.4% | -2.4% | +5.8% | +3.4% |
| 30D | -11.5% | -3.7% | -7.8% | -11.4% |
| 3M | +1.3% | +13.5% | -12.3% | +1.0% |
| 6M | -1.0% | +7.2% | -8.2% | -1.2% |
| YTD | +3.2% | +17.6% | -14.4% | +2.8% |
| 1Y | -3.0% | +35.4% | -38.3% | -3.6% |
| 3Y | +55.0% | +132.8% | -77.8% | +52.5% |
| 5Y | +72.6% | +88.7% | -16.0% | +68.9% |
| 10Y | +358.9% | +87.6% | +271.3% | +386.6% |
| All | +1,335.0% | +270.4% | +1,064.6% | +1,417.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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