+613.7%
FDX vs VO
+797.8%
-184.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | -1.6% | -2.6% | +0.9% | +0.9% |
| 30D | +6.6% | -0.9% | +7.6% | +7.6% |
| 3M | -2.1% | -3.0% | +0.9% | +0.9% |
| 6M | +2.2% | +2.2% | 0.0% | +0.1% |
| YTD | +33.9% | +10.6% | +23.4% | +21.6% |
| 1Y | +50.2% | +12.5% | +37.7% | +34.0% |
| 3Y | +65.5% | +61.4% | +4.1% | +4.1% |
| 5Y | +74.1% | +33.4% | +40.7% | +31.3% |
| 10Y | +156.7% | +201.5% | -44.9% | -10.9% |
| All | +613.7% | +797.8% | -184.1% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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