+505.6%
FDX vs VCIT
+96.2%
+409.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.4% |
| 7D | +8.1% | +0.4% | +7.7% | +8.0% |
| 30D | +13.9% | +2.2% | +11.7% | +13.3% |
| 3M | +5.5% | -1.8% | +7.4% | +6.0% |
| 6M | +15.1% | -1.6% | +16.8% | +15.6% |
| YTD | +43.2% | -1.7% | +44.9% | +43.9% |
| 1Y | +65.0% | -0.8% | +65.9% | +65.5% |
| 3Y | +75.7% | +19.3% | +56.4% | +71.3% |
| 5Y | +84.4% | +3.5% | +80.8% | +76.4% |
| 10Y | +174.4% | +28.6% | +145.8% | +190.7% |
| All | +505.6% | +96.2% | +409.4% | +822.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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