+1,301.2%
FERG vs VYM
+595.0%
+706.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -1.0% | -1.9% | +0.8% | -0.3% |
| 30D | -11.8% | -2.6% | -9.2% | -10.9% |
| 3M | -1.2% | +3.6% | -4.8% | -2.5% |
| 6M | -2.3% | +8.7% | -11.0% | -5.2% |
| YTD | +0.8% | +14.1% | -13.3% | -3.8% |
| 1Y | +0.5% | +17.8% | -17.3% | -5.1% |
| 3Y | +51.4% | +64.5% | -13.1% | +30.0% |
| 5Y | +67.5% | +77.5% | -10.0% | +42.5% |
| 10Y | +348.1% | +206.1% | +142.0% | +264.4% |
| All | +1,301.2% | +595.0% | +706.3% | +1,018.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling