+1,179.1%
VST vs FERG
+421.0%
+758.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +1.6% |
| 7D | +19.2% | +8.2% | +11.0% | +17.1% |
| 30D | -17.2% | +14.4% | -31.5% | -19.6% |
| 3M | -8.1% | +4.3% | -12.5% | -9.2% |
| 6M | -8.1% | +7.9% | -16.0% | -10.0% |
| YTD | -16.3% | +16.3% | -32.5% | -19.1% |
| 1Y | -24.1% | +2.2% | -26.4% | -24.9% |
| 3Y | +300.2% | +67.3% | +232.9% | +262.1% |
| 5Y | +645.9% | +75.3% | +570.6% | +556.8% |
| All | +1,179.1% | +421.0% | +758.1% | +906.0% |
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