+449.7%
V vs FDX
+153.7%
+296.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.8% |
| 7D | +2.2% | -1.6% | +3.8% | +2.7% |
| 30D | +13.6% | +6.6% | +7.0% | +11.4% |
| 3M | +14.3% | -2.1% | +16.4% | +14.9% |
| 6M | +33.1% | +2.2% | +30.9% | +31.4% |
| YTD | +21.2% | +33.9% | -12.7% | +9.1% |
| 1Y | +26.4% | +50.2% | -23.8% | +9.6% |
| 3Y | +77.6% | +65.5% | +12.1% | +43.4% |
| 5Y | +102.6% | +74.1% | +28.5% | +55.2% |
| All | +449.7% | +153.7% | +296.0% | +248.9% |
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