+1,162.4%
VST vs FERG
+432.6%
+729.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -2.0% |
| 7D | -6.0% | +7.2% | -13.2% | -7.5% |
| 30D | -18.8% | +17.9% | -36.7% | -21.6% |
| 3M | -8.0% | -1.3% | -6.8% | -8.0% |
| 6M | -10.9% | +8.3% | -19.2% | -12.7% |
| YTD | -18.3% | +18.3% | -36.7% | -21.4% |
| 1Y | -29.9% | +4.7% | -34.6% | -31.0% |
| 3Y | +290.3% | +70.3% | +220.0% | +251.9% |
| 5Y | +635.3% | +84.6% | +550.7% | +543.9% |
| 10Y | +1,162.4% | +430.3% | +732.0% | +892.3% |
| All | +1,162.4% | +432.6% | +729.7% | +892.3% |
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 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