+282.3%
VZ vs FERG
+1,348.4%
-1,066.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -1.0% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +7.9% | -10.2% | +18.1% | +8.3% |
| 3M | +13.6% | -0.6% | +14.2% | +13.6% |
| 6M | +1.1% | -6.5% | +7.6% | +1.2% |
| YTD | +29.3% | +4.2% | +25.1% | +28.9% |
| 1Y | +21.2% | -2.3% | +23.5% | +21.1% |
| 3Y | +75.9% | +48.5% | +27.4% | +72.8% |
| 5Y | +24.1% | +72.0% | -47.9% | +20.9% |
| 10Y | +62.4% | +369.9% | -307.5% | +55.9% |
| All | +282.3% | +1,348.4% | -1,066.2% | +265.2% |
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