+351.3%
FERG vs VTV
+234.5%
+116.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.3% |
| 7D | -2.6% | -1.1% | -1.5% | -2.0% |
| 30D | -8.9% | -1.0% | -7.9% | -8.4% |
| 3M | -2.0% | +4.6% | -6.7% | -4.2% |
| 6M | -3.2% | +13.5% | -16.7% | -9.0% |
| YTD | +1.5% | +18.5% | -17.0% | -6.5% |
| 1Y | +0.5% | +22.9% | -22.4% | -8.9% |
| 3Y | +50.4% | +67.8% | -17.4% | +20.9% |
| 5Y | +68.7% | +81.8% | -13.2% | +33.3% |
| All | +351.3% | +234.5% | +116.8% | +221.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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