+1,301.2%
FERG vs VTV
+594.8%
+706.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -1.0% | -2.1% | +1.0% | -0.3% |
| 30D | -11.8% | -1.3% | -10.5% | -11.4% |
| 3M | -1.2% | +5.6% | -6.9% | -3.0% |
| 6M | -2.3% | +12.4% | -14.7% | -6.0% |
| YTD | +0.8% | +17.6% | -16.9% | -4.4% |
| 1Y | +0.5% | +23.5% | -23.0% | -6.1% |
| 3Y | +51.4% | +67.0% | -15.6% | +31.0% |
| 5Y | +67.5% | +80.5% | -13.0% | +43.4% |
| 10Y | +348.1% | +230.6% | +117.5% | +265.5% |
| All | +1,301.2% | +594.8% | +706.4% | +1,036.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling