+887.1%
FERG vs VXUS
+161.8%
+725.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +9.7% | +2.1% | +7.6% | +9.0% |
| 30D | +15.0% | -1.1% | +16.2% | +15.7% |
| 3M | +3.8% | -5.6% | +9.4% | +6.2% |
| 6M | +10.6% | -2.3% | +12.9% | +11.7% |
| YTD | +17.0% | +10.4% | +6.6% | +13.1% |
| 1Y | +7.1% | +13.1% | -6.0% | +2.7% |
| 3Y | +67.7% | +68.0% | -0.3% | +41.7% |
| 5Y | +76.4% | +45.8% | +30.6% | +52.4% |
| 10Y | +424.2% | +144.7% | +279.6% | +328.7% |
| All | +887.1% | +161.8% | +725.3% | +690.3% |
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