+319.9%
FDX vs VYM
+492.8%
-172.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.1% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | +3.8% | -0.5% | +4.3% | +4.5% |
| 3M | -1.3% | +3.0% | -4.3% | -4.4% |
| 6M | +5.0% | +8.2% | -3.2% | -3.6% |
| YTD | +39.6% | +15.8% | +23.8% | +18.7% |
| 1Y | +81.1% | +20.8% | +60.3% | +46.8% |
| 3Y | +63.0% | +65.3% | -2.2% | -6.4% |
| 5Y | +65.6% | +76.6% | -11.0% | -11.4% |
| 10Y | +183.4% | +203.9% | -20.5% | -15.7% |
| All | +319.9% | +492.8% | -172.9% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling