+379.7%
VRT vs FERG
+69.1%
+310.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -4.0% |
| 7D | +10.5% | +9.7% | +0.8% | +3.9% |
| 30D | -9.3% | +15.0% | -24.4% | -17.3% |
| 3M | -29.6% | +3.8% | -33.3% | -31.4% |
| 6M | -45.4% | +10.6% | -56.0% | -49.2% |
| YTD | +24.8% | +17.0% | +7.8% | +12.9% |
| 1Y | +23.6% | +7.1% | +16.5% | +17.9% |
| 3Y | +379.7% | +67.7% | +311.9% | +256.8% |
| All | +379.7% | +69.1% | +310.6% | +256.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling