+1,112.0%
VST vs FERG
+434.6%
+677.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.8% | +11.4% | +10.7% |
| 7D | -9.8% | -2.1% | -7.7% | -9.5% |
| 30D | -25.1% | +8.7% | -33.8% | -26.5% |
| 3M | -11.6% | -7.4% | -4.2% | -10.4% |
| 6M | -20.9% | -6.6% | -14.3% | -20.1% |
| YTD | -22.3% | +6.6% | -28.9% | -23.5% |
| 1Y | -32.0% | -3.6% | -28.4% | -31.9% |
| 3Y | +262.4% | +56.4% | +206.0% | +233.5% |
| 5Y | +563.4% | +67.5% | +495.9% | +494.2% |
| All | +1,112.0% | +434.6% | +677.5% | +887.9% |
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