+228.7%
FDX vs VTEB
+26.8%
+201.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +5.2% | -1.2% | +6.4% | +5.6% |
| 30D | +11.3% | +2.5% | +8.8% | +10.4% |
| 3M | -4.1% | -1.7% | -2.4% | -3.6% |
| 6M | +9.6% | -1.2% | +10.9% | +10.1% |
| YTD | +40.9% | -0.5% | +41.4% | +41.2% |
| 1Y | +53.0% | -0.1% | +53.1% | +53.2% |
| 3Y | +74.1% | +10.5% | +63.6% | +70.2% |
| 5Y | +75.1% | +2.6% | +72.5% | +72.2% |
| 10Y | +156.9% | +22.4% | +134.6% | +231.7% |
| All | +228.7% | +26.8% | +201.9% | +379.2% |
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