+56.2%
FDX vs VLTO
+54.8%
+1.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.9% |
| 7D | -1.6% | +5.4% | -7.0% | -3.3% |
| 30D | +6.6% | +22.3% | -15.7% | -0.2% |
| 3M | -2.1% | +19.6% | -21.7% | -7.7% |
| 6M | +2.2% | +35.2% | -33.0% | -7.9% |
| YTD | +33.9% | +17.9% | +16.1% | +26.6% |
| 1Y | +50.2% | +19.5% | +30.7% | +40.8% |
| 3Y | +65.5% | +73.9% | -8.4% | +36.9% |
| All | +56.2% | +54.8% | +1.3% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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