+62.8%
FDX vs VCLT
+12.2%
+50.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -3.3% | +0.3% | -3.6% | -3.5% |
| 30D | -1.4% | -0.6% | -0.8% | -1.1% |
| 3M | -4.5% | -2.2% | -2.3% | -3.4% |
| 6M | +9.4% | -2.9% | +12.3% | +11.0% |
| YTD | +36.0% | -2.1% | +38.1% | +37.6% |
| 1Y | +75.5% | -2.6% | +78.1% | +77.9% |
| 3Y | +62.8% | +12.5% | +50.3% | +54.4% |
| All | +62.8% | +12.2% | +50.5% | +54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling