+153.5%
FDX vs VCLT
+21.5%
+132.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +5.2% | -2.3% | +7.5% | +6.0% |
| 30D | +11.3% | +0.8% | +10.5% | +11.0% |
| 3M | -4.1% | -2.7% | -1.4% | -3.2% |
| 6M | +9.6% | -4.3% | +13.9% | +11.3% |
| YTD | +40.9% | -4.3% | +45.2% | +43.1% |
| 1Y | +53.0% | -4.4% | +57.4% | +55.4% |
| 3Y | +74.1% | +13.8% | +60.3% | +68.2% |
| 5Y | +75.1% | -17.0% | +92.1% | +80.4% |
| All | +153.5% | +21.5% | +132.0% | +171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling