+421.0%
FERG vs VXUS
+146.4%
+274.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.1% |
| 7D | +8.2% | +2.3% | +5.9% | +6.9% |
| 30D | +14.4% | -2.2% | +16.6% | +16.1% |
| 3M | +4.3% | -5.4% | +9.8% | +7.9% |
| 6M | +7.9% | -1.2% | +9.1% | +8.7% |
| YTD | +16.3% | +10.4% | +5.9% | +10.1% |
| 1Y | +2.2% | +11.8% | -9.6% | -3.8% |
| 3Y | +67.3% | +68.4% | -1.1% | +27.9% |
| 5Y | +75.3% | +45.9% | +29.5% | +38.1% |
| All | +421.0% | +146.4% | +274.6% | +270.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 10y: compounded portfolio wealth divided by compounded VXUS 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…
10y analysis · Full analysis span regression · 6 months rolling