+351.3%
FERG vs VYM
+209.2%
+142.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.4% |
| 7D | -2.6% | -0.8% | -1.8% | -2.2% |
| 30D | -8.9% | -2.2% | -6.6% | -7.8% |
| 3M | -2.0% | +3.1% | -5.1% | -3.5% |
| 6M | -3.2% | +9.7% | -12.9% | -7.5% |
| YTD | +1.5% | +14.9% | -13.4% | -5.1% |
| 1Y | +0.5% | +17.6% | -17.1% | -7.0% |
| 3Y | +50.4% | +65.3% | -14.9% | +21.5% |
| 5Y | +68.7% | +78.7% | -10.0% | +34.5% |
| All | +351.3% | +209.2% | +142.2% | +240.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling