+156.3%
FDX vs VIG
+267.0%
-110.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.0% | +0.5% |
| 7D | +0.2% | +0.4% | -0.2% | -0.2% |
| 30D | +9.3% | +4.3% | +5.0% | +4.0% |
| 3M | +0.5% | +2.0% | -1.6% | -1.8% |
| 6M | +5.3% | +10.2% | -4.9% | -6.2% |
| YTD | +38.6% | +14.8% | +23.8% | +17.8% |
| 1Y | +53.5% | +17.5% | +36.1% | +26.9% |
| 3Y | +74.2% | +67.4% | +6.8% | -5.0% |
| 5Y | +75.3% | +63.4% | +11.9% | -1.2% |
| 10Y | +156.3% | +259.9% | -103.6% | -46.0% |
| All | +156.3% | +267.0% | -110.7% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling