+55.0%
FERG vs VXUS
+75.9%
-20.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.6% |
| 7D | +3.4% | +1.6% | +1.8% | +1.9% |
| 30D | -11.5% | +1.0% | -12.5% | -12.4% |
| 3M | +1.3% | +5.7% | -4.4% | -3.9% |
| 6M | -1.0% | +13.6% | -14.5% | -13.0% |
| YTD | +3.2% | +17.4% | -14.2% | -12.2% |
| 1Y | -3.0% | +25.1% | -28.0% | -22.3% |
| 3Y | +55.0% | +75.8% | -20.8% | -11.1% |
| All | +55.0% | +75.9% | -20.8% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling