+49.0%
FDX vs VG
-51.4%
+100.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.0% | +0.2% | -3.8% |
| 7D | +2.9% | -22.0% | +24.9% | +3.1% |
| 30D | +9.6% | -14.7% | +24.3% | +9.7% |
| 3M | +2.4% | -7.1% | +9.4% | +2.3% |
| 6M | +9.2% | -11.2% | +20.4% | +9.1% |
| YTD | +37.7% | +69.8% | -32.1% | +31.5% |
| 1Y | +56.1% | +49.9% | +6.3% | +49.7% |
| All | +49.0% | -51.4% | +100.4% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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