+385.1%
V vs FDX
+185.4%
+199.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -1.7% | -2.5% | +0.8% | -1.0% |
| 30D | +2.0% | +3.8% | -1.8% | +0.7% |
| 3M | +17.4% | -1.3% | +18.7% | +17.4% |
| 6M | +17.5% | +5.0% | +12.5% | +14.6% |
| YTD | +7.6% | +39.6% | -32.1% | -4.3% |
| 1Y | +7.7% | +81.1% | -73.4% | -12.1% |
| 3Y | +54.7% | +63.0% | -8.4% | +25.6% |
| 5Y | +73.0% | +65.6% | +7.4% | +35.2% |
| All | +385.1% | +185.4% | +199.7% | +178.2% |
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