+351.3%
FERG vs VTRS
-48.4%
+399.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -2.6% | -2.2% | -0.4% | -2.3% |
| 30D | -8.9% | +3.3% | -12.2% | -9.2% |
| 3M | -2.0% | +2.0% | -4.0% | -2.4% |
| 6M | -3.2% | +19.9% | -23.1% | -5.4% |
| YTD | +1.5% | +35.7% | -34.2% | -2.2% |
| 1Y | +0.5% | +68.1% | -67.6% | -5.5% |
| 3Y | +50.4% | +87.1% | -36.7% | +39.0% |
| 5Y | +68.7% | +47.6% | +21.0% | +56.3% |
| All | +351.3% | -48.4% | +399.7% | +327.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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