+70.0%
FDX vs VCLT
-16.9%
+87.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.7% | -2.7% |
| 7D | -1.6% | +0.3% | -1.9% | -1.8% |
| 30D | +6.6% | +3.7% | +2.9% | +4.9% |
| 3M | -2.1% | -1.0% | -1.1% | -1.6% |
| 6M | +2.2% | -3.4% | +5.5% | +3.8% |
| YTD | +33.9% | -2.6% | +36.6% | +35.7% |
| 1Y | +50.2% | -3.3% | +53.5% | +52.7% |
| 3Y | +65.5% | +17.3% | +48.2% | +55.6% |
| All | +70.0% | -16.9% | +87.0% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling