+403.1%
FDX vs VWO
+328.1%
+75.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.0% |
| 7D | -2.5% | +1.1% | -3.6% | -3.2% |
| 30D | +3.8% | +2.4% | +1.4% | +2.2% |
| 3M | -1.3% | +2.0% | -3.3% | -2.7% |
| 6M | +5.0% | +10.7% | -5.7% | -1.9% |
| YTD | +39.6% | +14.4% | +25.2% | +27.6% |
| 1Y | +81.1% | +22.7% | +58.4% | +58.2% |
| 3Y | +63.0% | +64.2% | -1.2% | +17.8% |
| 5Y | +65.6% | +35.8% | +29.8% | +34.6% |
| 10Y | +183.4% | +114.7% | +68.7% | +74.7% |
| All | +403.1% | +328.1% | +75.0% | +79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling