+373.4%
VST vs FERG
+50.3%
+323.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.2% | +2.5% |
| 7D | +8.9% | 0.0% | +8.9% | +8.9% |
| 30D | +6.2% | -10.2% | +16.4% | +11.2% |
| 3M | -2.7% | -0.6% | -2.1% | -3.1% |
| 6M | -8.4% | -6.5% | -1.8% | -6.3% |
| YTD | -7.2% | +4.2% | -11.4% | -9.6% |
| 1Y | -20.9% | -2.3% | -18.6% | -21.2% |
| All | +373.4% | +50.3% | +323.1% | +297.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling