+153.5%
FDX vs VYM
+205.6%
-52.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.7% |
| 7D | +5.2% | +3.7% | +1.5% | +0.8% |
| 30D | +11.3% | +3.7% | +7.6% | +6.7% |
| 3M | -4.1% | -0.7% | -3.4% | -3.2% |
| 6M | +9.6% | +7.2% | +2.4% | +1.2% |
| YTD | +40.9% | +16.9% | +23.9% | +18.0% |
| 1Y | +53.0% | +19.6% | +33.4% | +24.8% |
| 3Y | +74.1% | +74.6% | -0.5% | -7.2% |
| 5Y | +75.1% | +72.3% | +2.8% | -4.8% |
| All | +153.5% | +205.6% | -52.1% | -27.7% |
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