+84.6%
FERG vs VXUS
+46.5%
+38.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.5% |
| 7D | +7.2% | +0.5% | +6.7% | +6.9% |
| 30D | +17.9% | -2.5% | +20.5% | +21.3% |
| 3M | -1.3% | -4.6% | +3.4% | +3.7% |
| 6M | +8.3% | -2.6% | +10.9% | +10.9% |
| YTD | +18.3% | +10.4% | +8.0% | +5.8% |
| 1Y | +4.7% | +12.9% | -8.2% | -8.6% |
| 3Y | +70.3% | +68.4% | +1.9% | -4.6% |
| 5Y | +84.6% | +47.7% | +37.0% | +20.8% |
| All | +84.6% | +46.5% | +38.2% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling