+175.5%
FDX vs VIG
+240.3%
-64.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -1.6% |
| 7D | -3.3% | -0.4% | -2.9% | -2.8% |
| 30D | -1.4% | -2.1% | +0.7% | +1.2% |
| 3M | -4.5% | +3.3% | -7.9% | -8.1% |
| 6M | +9.4% | +9.3% | +0.1% | -1.4% |
| YTD | +36.0% | +10.1% | +25.9% | +21.5% |
| 1Y | +75.5% | +14.7% | +60.8% | +49.3% |
| 3Y | +62.8% | +56.9% | +5.9% | -4.2% |
| 5Y | +64.4% | +62.9% | +1.5% | -7.2% |
| 10Y | +175.5% | +241.3% | -65.9% | -36.8% |
| All | +175.5% | +240.3% | -64.9% | -36.8% |
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