+177.0%
FDX vs VYM
+207.1%
-30.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.5% |
| 7D | -3.9% | -1.9% | -2.0% | -1.7% |
| 30D | -3.3% | -2.6% | -0.7% | -0.2% |
| 3M | -2.0% | +3.6% | -5.5% | -5.8% |
| 6M | +8.0% | +8.7% | -0.6% | -1.6% |
| YTD | +35.0% | +14.1% | +20.9% | +16.2% |
| 1Y | +73.7% | +17.8% | +55.9% | +44.2% |
| 3Y | +61.6% | +64.5% | -2.9% | -7.9% |
| 5Y | +65.4% | +77.5% | -12.1% | -13.2% |
| All | +177.0% | +207.1% | -30.1% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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