+1,301.2%
FERG vs VWO
+119.7%
+1,181.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | -1.0% | -1.7% | +0.7% | -0.6% |
| 30D | -11.8% | -0.3% | -11.5% | -11.8% |
| 3M | -1.2% | +4.0% | -5.2% | -2.1% |
| 6M | -2.3% | +8.1% | -10.4% | -3.9% |
| YTD | +0.8% | +11.6% | -10.8% | -1.4% |
| 1Y | +0.5% | +16.2% | -15.7% | -2.5% |
| 3Y | +51.4% | +63.3% | -11.9% | +38.3% |
| 5Y | +67.5% | +33.4% | +34.1% | +55.6% |
| 10Y | +348.1% | +113.3% | +234.8% | +306.9% |
| All | +1,301.2% | +119.7% | +1,181.5% | +1,239.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling