+153.5%
FDX vs VMC
+125.2%
+28.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.8% |
| 7D | +5.2% | -1.3% | +6.5% | +5.8% |
| 30D | +11.3% | +15.5% | -4.2% | +4.5% |
| 3M | -4.1% | +0.6% | -4.7% | -4.6% |
| 6M | +9.6% | +2.1% | +7.6% | +7.8% |
| YTD | +40.9% | -1.6% | +42.5% | +40.2% |
| 1Y | +53.0% | -1.2% | +54.2% | +51.9% |
| 3Y | +74.1% | +35.3% | +38.8% | +48.2% |
| 5Y | +75.1% | +43.6% | +31.5% | +42.9% |
| All | +153.5% | +125.2% | +28.3% | +58.5% |
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