+1,301.2%
FERG vs VTRS
+11.2%
+1,290.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | -1.0% | -3.3% | +2.3% | -0.8% |
| 30D | -11.8% | +1.4% | -13.2% | -11.9% |
| 3M | -1.2% | +4.6% | -5.9% | -1.7% |
| 6M | -2.3% | +18.1% | -20.4% | -3.7% |
| YTD | +0.8% | +34.7% | -33.9% | -1.7% |
| 1Y | +0.5% | +65.6% | -65.2% | -3.6% |
| 3Y | +51.4% | +83.8% | -32.4% | +43.6% |
| 5Y | +67.5% | +46.5% | +21.0% | +59.2% |
| 10Y | +348.1% | -48.6% | +396.7% | +334.9% |
| All | +1,301.2% | +11.2% | +1,290.1% | +1,272.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling