+1,216.9%
VST vs FERG
+376.7%
+840.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.2% | +3.0% |
| 7D | +8.9% | 0.0% | +8.9% | +8.9% |
| 30D | +6.2% | -10.2% | +16.4% | +8.5% |
| 3M | -2.7% | -0.6% | -2.1% | -2.8% |
| 6M | -8.4% | -6.5% | -1.8% | -7.3% |
| YTD | -7.2% | +4.2% | -11.4% | -8.0% |
| 1Y | -20.9% | -2.3% | -18.6% | -20.9% |
| 3Y | +384.0% | +48.5% | +335.5% | +349.9% |
| 5Y | +757.1% | +72.0% | +685.0% | +670.9% |
| All | +1,216.9% | +376.7% | +840.2% | +948.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling