+178.8%
FDX vs VCLT
+16.9%
+161.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -4.9% | +0.1% | -5.0% | -4.9% |
| 3M | -6.5% | -2.9% | -3.6% | -5.5% |
| 6M | +6.7% | -4.0% | +10.6% | +8.1% |
| YTD | +33.9% | -2.2% | +36.1% | +35.0% |
| 1Y | +72.2% | -2.6% | +74.8% | +73.7% |
| 3Y | +60.2% | +12.3% | +48.0% | +55.1% |
| 5Y | +62.9% | -16.4% | +79.3% | +67.1% |
| 10Y | +178.8% | +18.1% | +160.7% | +190.0% |
| All | +178.8% | +16.9% | +161.9% | +190.0% |
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