+1,934.0%
VRT vs FERG
+299.6%
+1,634.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.8% |
| 7D | +10.5% | +9.7% | +0.8% | +6.7% |
| 30D | -9.3% | +15.0% | -24.4% | -14.0% |
| 3M | -29.6% | +3.8% | -33.3% | -30.6% |
| 6M | -45.4% | +10.6% | -56.0% | -47.5% |
| YTD | +24.8% | +17.0% | +7.8% | +18.2% |
| 1Y | +23.6% | +7.1% | +16.5% | +20.7% |
| 3Y | +379.7% | +67.7% | +311.9% | +305.3% |
| 5Y | +660.3% | +76.4% | +583.9% | +503.8% |
| All | +1,934.0% | +299.6% | +1,634.4% | +1,497.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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