+256.6%
VZ vs FERG
+1,548.3%
-1,291.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.4% | +0.5% |
| 7D | +2.2% | +7.3% | -5.1% | +2.0% |
| 30D | +10.6% | +18.1% | -7.5% | +10.0% |
| 3M | -0.6% | +1.6% | -2.2% | -0.7% |
| 6M | +0.7% | +8.5% | -7.8% | +0.4% |
| YTD | +20.6% | +18.6% | +2.1% | +19.8% |
| 1Y | +22.7% | +5.7% | +17.0% | +22.3% |
| 3Y | +57.2% | +74.0% | -16.8% | +53.7% |
| 5Y | +21.4% | +83.9% | -62.5% | +17.8% |
| 10Y | +65.5% | +494.6% | -429.1% | +58.1% |
| All | +256.6% | +1,548.3% | -1,291.7% | +239.2% |
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