+156.3%
FDX vs VMC
+146.3%
+10.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.4% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | +9.3% | +18.6% | -9.3% | +1.5% |
| 3M | +0.5% | +2.0% | -1.6% | -0.7% |
| 6M | +5.3% | +2.6% | +2.7% | +3.4% |
| YTD | +38.6% | +2.3% | +36.3% | +35.6% |
| 1Y | +53.5% | +1.7% | +51.8% | +50.5% |
| 3Y | +74.2% | +41.7% | +32.5% | +45.4% |
| 5Y | +75.3% | +46.6% | +28.6% | +41.7% |
| 10Y | +156.3% | +140.3% | +16.0% | +57.1% |
| All | +156.3% | +146.3% | +10.0% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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