+444.2%
V vs FDX
+160.0%
+284.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -1.2% |
| 7D | -0.8% | +0.2% | -1.0% | -0.9% |
| 30D | +9.5% | +9.3% | +0.2% | +6.6% |
| 3M | +16.7% | +0.5% | +16.2% | +16.3% |
| 6M | +32.9% | +5.3% | +27.6% | +30.0% |
| YTD | +21.1% | +38.6% | -17.5% | +7.8% |
| 1Y | +26.6% | +53.5% | -26.9% | +9.0% |
| 3Y | +78.4% | +74.2% | +4.1% | +41.6% |
| 5Y | +105.5% | +75.3% | +30.2% | +57.4% |
| 10Y | +444.2% | +156.3% | +288.0% | +229.5% |
| All | +444.2% | +160.0% | +284.2% | +229.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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