+779.1%
FERG vs VXUS
+179.6%
+599.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.1% |
| 7D | 0.0% | +1.0% | -1.1% | -0.4% |
| 30D | -10.2% | +2.2% | -12.4% | -10.9% |
| 3M | -0.6% | +3.0% | -3.5% | -1.7% |
| 6M | -6.5% | +10.7% | -17.2% | -10.0% |
| YTD | +4.2% | +17.8% | -13.7% | -1.9% |
| 1Y | -2.3% | +27.6% | -29.8% | -10.5% |
| 3Y | +48.5% | +73.3% | -24.8% | +23.4% |
| 5Y | +72.0% | +54.3% | +17.7% | +44.9% |
| 10Y | +369.9% | +149.8% | +220.1% | +276.0% |
| All | +779.1% | +179.6% | +599.5% | +585.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling