+297.8%
VTI vs FERG
+351.3%
-53.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -0.9% | -2.6% | +1.7% | -0.4% |
| 30D | -1.4% | -8.9% | +7.4% | +0.2% |
| 3M | +3.6% | -2.0% | +5.6% | +3.8% |
| 6M | +13.6% | -3.2% | +16.8% | +13.9% |
| YTD | +12.9% | +1.5% | +11.4% | +12.2% |
| 1Y | +17.2% | +0.5% | +16.7% | +16.4% |
| 3Y | +75.7% | +50.4% | +25.3% | +61.6% |
| 5Y | +75.4% | +68.7% | +6.7% | +56.4% |
| All | +297.8% | +351.3% | -53.6% | +224.8% |
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