+158.3%
VEA vs FDX
+351.3%
-193.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.6% |
| 7D | +2.3% | +5.2% | -2.9% | +0.2% |
| 30D | +0.2% | +11.3% | -11.1% | -4.0% |
| 3M | -5.3% | -4.1% | -1.2% | -4.0% |
| 6M | -0.9% | +9.6% | -10.6% | -5.1% |
| YTD | +12.2% | +40.9% | -28.7% | -3.4% |
| 1Y | +16.1% | +53.0% | -36.9% | -3.3% |
| 3Y | +73.0% | +74.1% | -1.1% | +30.3% |
| 5Y | +53.7% | +75.1% | -21.4% | +10.2% |
| 10Y | +159.3% | +156.9% | +2.4% | +37.3% |
| All | +158.3% | +351.3% | -193.0% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling