+471.9%
FDX vs VNQ
+392.1%
+79.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | -3.3% | -0.4% | -2.9% | -3.1% |
| 30D | -1.4% | -2.5% | +1.1% | +0.1% |
| 3M | -4.5% | +1.4% | -5.9% | -5.3% |
| 6M | +9.4% | +4.6% | +4.9% | +6.6% |
| YTD | +36.0% | +10.5% | +25.5% | +28.4% |
| 1Y | +75.5% | +8.4% | +67.1% | +67.5% |
| 3Y | +62.8% | +32.4% | +30.4% | +38.7% |
| 5Y | +64.4% | +5.5% | +58.9% | +58.0% |
| 10Y | +175.5% | +59.1% | +116.4% | +109.5% |
| All | +471.9% | +392.1% | +79.8% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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