+2,397.0%
VRT vs FERG
+244.3%
+2,152.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.6% | -5.2% |
| 7D | -7.7% | -1.0% | -6.7% | -7.3% |
| 30D | -12.0% | -11.8% | -0.1% | -7.7% |
| 3M | -11.7% | -1.2% | -10.4% | -11.1% |
| 6M | -8.1% | -2.3% | -5.8% | -7.0% |
| YTD | +53.2% | +0.8% | +52.4% | +53.6% |
| 1Y | +81.7% | +0.5% | +81.2% | +82.4% |
| 3Y | +535.3% | +51.4% | +483.9% | +461.6% |
| 5Y | +916.4% | +67.5% | +848.9% | +751.3% |
| All | +2,397.0% | +244.3% | +2,152.7% | +1,975.8% |
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