+175.5%
FDX vs VMC
+149.2%
+26.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -1.9% |
| 7D | -3.3% | -0.5% | -2.8% | -3.1% |
| 30D | -1.4% | -9.1% | +7.7% | +2.5% |
| 3M | -4.5% | -4.1% | -0.4% | -3.3% |
| 6M | +9.4% | -5.5% | +14.9% | +11.5% |
| YTD | +36.0% | -8.9% | +44.9% | +40.1% |
| 1Y | +75.5% | -12.9% | +88.5% | +83.9% |
| 3Y | +62.8% | +22.1% | +40.7% | +45.2% |
| 5Y | +64.4% | +52.7% | +11.7% | +31.3% |
| 10Y | +175.5% | +152.7% | +22.7% | +72.2% |
| All | +175.5% | +149.2% | +26.3% | +72.2% |
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