+1,065.6%
VRT vs FERG
+72.5%
+993.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +4.3% |
| 7D | +13.6% | +3.4% | +10.2% | +11.0% |
| 30D | +6.8% | -11.5% | +18.3% | +15.9% |
| 3M | -3.2% | +1.3% | -4.5% | -4.6% |
| 6M | +20.3% | -1.0% | +21.3% | +20.7% |
| YTD | +79.6% | +3.2% | +76.4% | +75.1% |
| 1Y | +139.0% | -3.0% | +142.0% | +141.9% |
| 3Y | +644.6% | +55.0% | +589.6% | +405.2% |
| All | +1,065.6% | +72.5% | +993.1% | +547.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling