+67.7%
FERG vs VUG
+78.3%
-10.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.2% |
| 7D | +9.7% | +2.5% | +7.2% | +8.1% |
| 30D | +15.0% | -6.3% | +21.3% | +20.0% |
| 3M | +3.8% | -6.0% | +9.8% | +7.9% |
| 6M | +10.6% | -3.5% | +14.2% | +12.8% |
| YTD | +17.0% | +3.9% | +13.1% | +12.9% |
| 1Y | +7.1% | +5.1% | +2.0% | +2.5% |
| 3Y | +67.7% | +77.9% | -10.1% | +6.2% |
| All | +67.7% | +78.3% | -10.5% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 3y: compounded portfolio wealth divided by compounded VUG 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…
3y analysis · Full analysis span regression · 6 months rolling