+61.9%
FDX vs VYM
+65.7%
-3.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.0% |
| 7D | -3.3% | +0.1% | -3.4% | -3.5% |
| 30D | -1.4% | -1.3% | -0.1% | +0.3% |
| 3M | -4.5% | +4.1% | -8.6% | -9.2% |
| 6M | +9.4% | +9.8% | -0.4% | -2.7% |
| YTD | +36.0% | +15.3% | +20.7% | +13.9% |
| 1Y | +75.5% | +20.0% | +55.5% | +39.8% |
| All | +61.9% | +65.7% | -3.8% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling