+177.2%
FDX vs VWO
+117.1%
+60.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.5% |
| 7D | -3.3% | -1.8% | -1.5% | -1.9% |
| 30D | -4.5% | -0.1% | -4.4% | -4.5% |
| 3M | -7.3% | +2.2% | -9.6% | -9.2% |
| 6M | +7.5% | +8.8% | -1.2% | -0.1% |
| YTD | +35.1% | +12.4% | +22.7% | +22.0% |
| 1Y | +71.4% | +15.6% | +55.8% | +51.2% |
| 3Y | +60.8% | +62.5% | -1.7% | +6.1% |
| 5Y | +65.5% | +34.3% | +31.2% | +27.1% |
| All | +177.2% | +117.1% | +60.1% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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