+67.7%
FERG vs VWO
+34.0%
+33.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.2% |
| 7D | -2.6% | -1.8% | -0.8% | -1.2% |
| 30D | -8.9% | -0.1% | -8.8% | -8.8% |
| 3M | -2.0% | +2.2% | -4.3% | -3.9% |
| 6M | -3.2% | +8.8% | -11.9% | -9.7% |
| YTD | +1.5% | +12.4% | -10.9% | -7.7% |
| 1Y | +0.5% | +15.6% | -15.1% | -10.6% |
| 3Y | +50.4% | +62.5% | -12.1% | +1.2% |
| All | +67.7% | +34.0% | +33.7% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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