+573.1%
VRT vs FERG
+52.4%
+520.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.4% | -8.2% | -8.7% |
| 7D | +2.4% | +0.9% | +1.5% | +1.9% |
| 30D | -2.7% | -15.1% | +12.4% | +7.9% |
| 3M | -9.2% | -4.8% | -4.3% | -6.4% |
| 6M | -0.5% | -2.5% | +1.9% | +1.0% |
| YTD | +62.3% | +1.8% | +60.5% | +61.0% |
| 1Y | +109.6% | -0.3% | +109.9% | +110.3% |
| All | +573.1% | +52.4% | +520.7% | +411.3% |
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