+522.2%
FDX vs VT
+345.0%
+177.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.2% | +0.2% |
| 7D | +2.9% | -4.2% | +7.1% | +7.3% |
| 30D | +9.6% | -5.8% | +15.4% | +16.2% |
| 3M | +2.4% | -5.2% | +7.6% | +7.8% |
| 6M | +9.2% | +0.1% | +9.1% | +8.8% |
| YTD | +37.7% | +8.2% | +29.5% | +26.7% |
| 1Y | +56.1% | +10.1% | +46.0% | +41.1% |
| 3Y | +68.9% | +69.7% | -0.7% | -0.6% |
| 5Y | +79.0% | +53.4% | +25.6% | +16.9% |
| 10Y | +163.9% | +219.2% | -55.3% | -12.4% |
| All | +522.2% | +345.0% | +177.3% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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