+348.1%
FERG vs VXUS
+148.6%
+199.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.3% |
| 7D | -1.0% | -1.9% | +0.9% | +0.1% |
| 30D | -11.8% | -0.7% | -11.1% | -11.4% |
| 3M | -1.2% | +4.9% | -6.2% | -4.0% |
| 6M | -2.3% | +9.7% | -12.0% | -7.4% |
| YTD | +0.8% | +15.0% | -14.2% | -6.8% |
| 1Y | +0.5% | +22.4% | -22.0% | -10.1% |
| 3Y | +51.4% | +72.2% | -20.9% | +14.4% |
| 5Y | +67.5% | +52.6% | +14.9% | +29.1% |
| All | +348.1% | +148.6% | +199.5% | +238.1% |
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