+67.5%
FERG price history and return analytics
+63.7%
+3.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.1% |
| 7D | -1.0% | -2.0% | +1.0% | +1.2% |
| 30D | -11.8% | -1.4% | -10.4% | -10.4% |
| 3M | -1.2% | +4.7% | -6.0% | -6.2% |
| 6M | -2.3% | +11.4% | -13.7% | -13.6% |
| YTD | +0.8% | +13.1% | -12.3% | -12.2% |
| 1Y | +0.5% | +19.0% | -18.5% | -17.2% |
| 3Y | +51.4% | +73.9% | -22.6% | -17.8% |
| 5Y | +67.5% | +65.4% | +2.1% | -4.7% |
| All | +67.5% | +63.7% | +3.8% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling