+177.0%
FDX vs VRSK
+125.6%
+51.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | -3.9% | -7.7% | +3.9% | -1.2% |
| 30D | -3.3% | -2.8% | -0.5% | -2.4% |
| 3M | -2.0% | -3.7% | +1.7% | -1.6% |
| 6M | +8.0% | -12.8% | +20.8% | +11.9% |
| YTD | +35.0% | -21.0% | +56.0% | +44.2% |
| 1Y | +73.7% | -32.5% | +106.1% | +97.5% |
| 3Y | +61.6% | -26.5% | +88.1% | +72.0% |
| 5Y | +65.4% | -11.5% | +76.9% | +56.1% |
| All | +177.0% | +125.6% | +51.4% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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