+3.1%
FERG vs VYM
+21.8%
-18.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +0.7% |
| 7D | +7.7% | +1.2% | +6.6% | +5.8% |
| 30D | +11.5% | +5.2% | +6.2% | +2.6% |
| 3M | -2.4% | +0.5% | -2.9% | -3.0% |
| 6M | -4.0% | +7.7% | -11.7% | -15.3% |
| YTD | +13.4% | +17.2% | -3.8% | -13.4% |
| 1Y | +3.1% | +21.7% | -18.6% | -26.9% |
| All | +3.1% | +21.8% | -18.7% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling