+51.1%
FDX vs VG
-39.3%
+90.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | -2.5% | +1.7% | -4.2% | -2.5% |
| 30D | +3.8% | +16.0% | -12.2% | +3.6% |
| 3M | -1.3% | +9.7% | -11.0% | -1.5% |
| 6M | +5.0% | +29.6% | -24.5% | +3.3% |
| YTD | +39.6% | +112.0% | -72.4% | +33.2% |
| 1Y | +81.1% | +12.8% | +68.3% | +79.5% |
| All | +51.1% | -39.3% | +90.4% | +30.9% |
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