+69.3%
FERG vs VUG
+75.3%
-6.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | -15.1% | -1.7% | -13.4% | -14.1% |
| 3M | -4.8% | +2.8% | -7.7% | -6.7% |
| 6M | -2.5% | +13.6% | -16.1% | -10.9% |
| YTD | +1.8% | +8.1% | -6.3% | -3.9% |
| 1Y | -0.3% | +13.1% | -13.4% | -8.8% |
| 3Y | +52.9% | +87.0% | -34.0% | -2.0% |
| 5Y | +69.3% | +76.0% | -6.7% | +8.4% |
| All | +69.3% | +75.3% | -6.0% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling