+898.5%
FERG vs VXUS
+161.9%
+736.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +7.2% | +0.5% | +6.7% | +7.1% |
| 30D | +17.9% | -2.5% | +20.5% | +19.2% |
| 3M | -1.3% | -4.6% | +3.4% | +0.6% |
| 6M | +8.3% | -2.6% | +10.9% | +9.5% |
| YTD | +18.3% | +10.4% | +8.0% | +14.4% |
| 1Y | +4.7% | +12.9% | -8.2% | +0.4% |
| 3Y | +70.3% | +68.4% | +1.9% | +43.7% |
| 5Y | +84.6% | +47.7% | +37.0% | +59.2% |
| 10Y | +430.3% | +142.2% | +288.1% | +334.0% |
| All | +898.5% | +161.9% | +736.6% | +699.2% |
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