+64.4%
FDX vs VEU
+56.3%
+8.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.2% |
| 7D | -3.3% | +1.7% | -5.0% | -4.7% |
| 30D | -1.4% | +1.0% | -2.4% | -2.3% |
| 3M | -4.5% | +5.6% | -10.1% | -9.2% |
| 6M | +9.4% | +13.7% | -4.3% | -3.2% |
| YTD | +36.0% | +17.7% | +18.3% | +16.2% |
| 1Y | +75.5% | +25.8% | +49.7% | +40.8% |
| 3Y | +62.8% | +77.1% | -14.3% | -6.4% |
| 5Y | +64.4% | +57.1% | +7.3% | +1.8% |
| All | +64.4% | +56.3% | +8.1% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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