+490.6%
FDX vs VCIT
+98.3%
+392.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | +3.8% | -0.8% | +4.6% | +4.0% |
| 3M | -1.3% | -1.0% | -0.3% | -1.1% |
| 6M | +5.0% | -1.8% | +6.9% | +5.5% |
| YTD | +39.6% | -0.7% | +40.3% | +39.9% |
| 1Y | +81.1% | +1.0% | +80.1% | +81.0% |
| 3Y | +63.0% | +18.8% | +44.2% | +58.8% |
| 5Y | +65.6% | +3.5% | +62.1% | +57.8% |
| 10Y | +183.4% | +29.2% | +154.1% | +198.4% |
| All | +490.6% | +98.3% | +392.4% | +797.0% |
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