+310.6%
FDX vs VIG
+630.3%
-319.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.3% |
| 7D | -1.6% | -1.8% | +0.1% | +0.6% |
| 30D | +6.6% | +2.7% | +3.9% | +3.2% |
| 3M | -2.1% | 0.0% | -2.0% | -1.9% |
| 6M | +2.2% | +6.8% | -4.6% | -5.6% |
| YTD | +33.9% | +12.1% | +21.9% | +16.9% |
| 1Y | +50.2% | +14.8% | +35.4% | +27.2% |
| 3Y | +65.5% | +62.4% | +3.1% | -7.8% |
| 5Y | +74.1% | +59.6% | +14.5% | -0.7% |
| 10Y | +156.7% | +261.5% | -104.8% | -45.8% |
| All | +310.6% | +630.3% | -319.7% | -65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling