-3.2%
FERG vs VYM
+9.6%
-12.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | -0.4% |
| 7D | -2.6% | -0.8% | -1.8% | -1.2% |
| 30D | -8.9% | -2.2% | -6.6% | -5.4% |
| 3M | -2.0% | +3.1% | -5.1% | -6.7% |
| 6M | -3.2% | +9.7% | -12.9% | -18.1% |
| All | -3.2% | +9.6% | -12.8% | -18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling