+608.4%
VST vs FERG
+77.6%
+530.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | +6.6% | +9.7% | -3.2% | +2.8% |
| 30D | -12.4% | +15.0% | -27.4% | -17.2% |
| 3M | -9.0% | +3.8% | -12.7% | -10.7% |
| 6M | -6.4% | +10.6% | -17.1% | -10.8% |
| YTD | -17.2% | +17.0% | -34.2% | -22.7% |
| 1Y | -22.0% | +7.1% | -29.1% | -25.0% |
| 3Y | +296.7% | +67.7% | +228.9% | +220.0% |
| All | +608.4% | +77.6% | +530.8% | +426.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling