+2,723.0%
VRT vs FERG
+255.9%
+2,467.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.3% | +2.0% | +3.5% |
| 7D | +9.1% | 0.0% | +9.2% | +9.2% |
| 30D | +0.9% | -10.2% | +11.1% | +4.8% |
| 3M | -13.4% | -0.6% | -12.8% | -13.2% |
| 6M | +11.7% | -6.5% | +18.2% | +14.6% |
| YTD | +73.2% | +4.2% | +69.1% | +71.4% |
| 1Y | +123.4% | -2.3% | +125.7% | +125.7% |
| 3Y | +606.2% | +48.5% | +557.7% | +524.4% |
| 5Y | +899.9% | +72.0% | +827.9% | +726.9% |
| All | +2,723.0% | +255.9% | +2,467.2% | +2,216.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling