+74.1%
FDX vs VTR
+130.0%
-55.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | +5.2% | +0.2% | +5.0% | +5.2% |
| 30D | +11.3% | +5.5% | +5.8% | +10.2% |
| 3M | -4.1% | -0.9% | -3.2% | -4.0% |
| 6M | +9.6% | -0.4% | +10.1% | +9.4% |
| YTD | +40.9% | +17.0% | +23.9% | +35.9% |
| 1Y | +53.0% | +18.0% | +35.1% | +47.2% |
| 3Y | +74.1% | +127.4% | -53.3% | +38.0% |
| All | +74.1% | +130.0% | -55.9% | +38.0% |
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 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