+173.7%
VEA vs FDX
+347.3%
-173.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | +1.0% | -2.5% | +3.5% | +2.0% |
| 30D | +1.9% | +3.8% | -1.8% | +0.3% |
| 3M | +3.2% | -1.3% | +4.5% | +3.4% |
| 6M | +10.2% | +5.0% | +5.2% | +7.2% |
| YTD | +18.9% | +39.6% | -20.7% | +2.9% |
| 1Y | +29.3% | +81.1% | -51.8% | +0.5% |
| 3Y | +76.8% | +63.0% | +13.7% | +36.8% |
| 5Y | +61.2% | +65.6% | -4.4% | +18.2% |
| 10Y | +163.3% | +183.4% | -20.1% | +32.0% |
| All | +173.7% | +347.3% | -173.6% | -5.9% |
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 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