+253.7%
VZ vs FERG
+1,382.0%
-1,128.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | +2.1% | -2.1% | +4.2% | +2.2% |
| 30D | +1.4% | +8.7% | -7.3% | +1.1% |
| 3M | -1.3% | -7.4% | +6.2% | -1.0% |
| 6M | -0.5% | -6.6% | +6.1% | -0.4% |
| YTD | +19.6% | +6.6% | +13.1% | +19.2% |
| 1Y | +22.4% | -3.6% | +26.0% | +22.3% |
| 3Y | +55.9% | +56.4% | -0.5% | +52.9% |
| 5Y | +20.4% | +67.5% | -47.1% | +17.3% |
| 10Y | +66.9% | +434.6% | -367.7% | +60.0% |
| All | +253.7% | +1,382.0% | -1,128.2% | +237.7% |
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