+328.1%
FDX vs VIG
+623.5%
-295.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | 0.0% |
| 7D | -2.5% | -0.4% | -2.1% | -2.0% |
| 30D | +3.8% | -1.0% | +4.8% | +5.1% |
| 3M | -1.3% | +2.8% | -4.1% | -4.5% |
| 6M | +5.0% | +8.2% | -3.2% | -4.4% |
| YTD | +39.6% | +11.0% | +28.6% | +23.2% |
| 1Y | +81.1% | +16.1% | +65.0% | +51.2% |
| 3Y | +63.0% | +56.2% | +6.9% | -4.8% |
| 5Y | +65.6% | +63.0% | +2.6% | -8.1% |
| 10Y | +183.4% | +241.4% | -58.1% | -35.9% |
| All | +328.1% | +623.5% | -295.4% | -63.9% |
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