+3,916.3%
FDX vs VMC
+3,502.6%
+413.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.8% | -2.3% |
| 7D | -1.6% | +0.5% | -2.2% | -1.8% |
| 30D | +6.6% | +15.8% | -9.2% | +0.5% |
| 3M | -2.1% | +0.6% | -2.6% | -2.6% |
| 6M | +2.2% | -4.0% | +6.2% | +3.1% |
| YTD | +33.9% | -0.3% | +34.2% | +32.7% |
| 1Y | +50.2% | -0.5% | +50.7% | +48.9% |
| 3Y | +65.5% | +39.6% | +26.0% | +41.9% |
| 5Y | +74.1% | +50.1% | +24.0% | +43.5% |
| 10Y | +156.7% | +163.9% | -7.3% | +60.0% |
| All | +3,916.3% | +3,502.6% | +413.7% | +793.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling