+728.4%
VGT vs FDX
+155.8%
+572.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.3% |
| 7D | +2.5% | +5.2% | -2.7% | +0.5% |
| 30D | -9.5% | +11.3% | -20.8% | -13.1% |
| 3M | -9.5% | -4.1% | -5.4% | -8.4% |
| 6M | -1.8% | +9.6% | -11.4% | -5.7% |
| YTD | +18.4% | +40.9% | -22.5% | +2.4% |
| 1Y | +18.7% | +53.0% | -34.3% | -0.6% |
| 3Y | +103.8% | +74.1% | +29.7% | +55.7% |
| 5Y | +104.4% | +75.1% | +29.3% | +50.7% |
| All | +728.4% | +155.8% | +572.6% | +380.2% |
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