+62.8%
FDX vs VTR
+131.6%
-68.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -3.3% | -2.4% | -0.9% | -2.9% |
| 30D | -1.4% | -3.7% | +2.3% | -0.8% |
| 3M | -4.5% | +13.5% | -18.1% | -7.0% |
| 6M | +9.4% | +7.2% | +2.2% | +7.5% |
| YTD | +36.0% | +17.6% | +18.4% | +31.2% |
| 1Y | +75.5% | +35.4% | +40.1% | +63.6% |
| 3Y | +62.8% | +132.8% | -70.0% | +32.9% |
| All | +62.8% | +131.6% | -68.8% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling