+225.7%
FDX vs VTEB
+26.7%
+199.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.5% | -0.8% | -1.8% | -2.3% |
| 30D | +3.8% | -1.3% | +5.1% | +4.2% |
| 3M | -1.3% | -2.1% | +0.8% | -0.6% |
| 6M | +5.0% | -1.7% | +6.7% | +5.6% |
| YTD | +39.6% | -0.6% | +40.2% | +40.0% |
| 1Y | +81.1% | +3.1% | +78.1% | +80.0% |
| 3Y | +63.0% | +9.2% | +53.8% | +59.8% |
| 5Y | +65.6% | +2.2% | +63.4% | +63.0% |
| 10Y | +183.4% | +18.8% | +164.6% | +243.1% |
| All | +225.7% | +26.7% | +199.1% | +375.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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