+336.0%
FDX vs VEU
+192.1%
+143.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -1.0% |
| 7D | -2.5% | +1.1% | -3.7% | -3.5% |
| 30D | +3.8% | +2.2% | +1.6% | +1.8% |
| 3M | -1.3% | +3.0% | -4.3% | -4.0% |
| 6M | +5.0% | +10.9% | -5.8% | -4.5% |
| YTD | +39.6% | +18.2% | +21.4% | +19.9% |
| 1Y | +81.1% | +28.3% | +52.9% | +44.8% |
| 3Y | +63.0% | +74.6% | -11.6% | -0.6% |
| 5Y | +65.6% | +56.4% | +9.2% | +11.4% |
| 10Y | +183.4% | +153.0% | +30.3% | +30.2% |
| All | +336.0% | +192.1% | +143.9% | +60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling