+178.8%
FDX vs VTR
+87.8%
+91.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.4% |
| 7D | -2.3% | -2.9% | +0.6% | -1.5% |
| 30D | -4.9% | -2.8% | -2.1% | -4.1% |
| 3M | -6.5% | +9.0% | -15.5% | -9.1% |
| 6M | +6.7% | +5.0% | +1.7% | +4.5% |
| YTD | +33.9% | +16.9% | +16.9% | +26.9% |
| 1Y | +72.2% | +34.3% | +37.9% | +56.2% |
| 3Y | +60.2% | +131.6% | -71.3% | +21.4% |
| 5Y | +62.9% | +88.0% | -25.1% | +29.4% |
| 10Y | +178.8% | +97.8% | +81.0% | +88.0% |
| All | +178.8% | +87.8% | +91.0% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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