+789.2%
VGT vs FDX
+182.3%
+607.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.4% |
| 7D | -1.0% | -3.9% | +2.8% | +0.4% |
| 30D | -0.4% | -3.3% | +2.8% | +0.7% |
| 3M | +6.6% | -2.0% | +8.6% | +7.1% |
| 6M | +31.0% | +8.0% | +23.0% | +26.1% |
| YTD | +27.2% | +35.0% | -7.8% | +12.1% |
| 1Y | +34.5% | +73.7% | -39.2% | +7.2% |
| 3Y | +123.1% | +61.6% | +61.6% | +75.8% |
| 5Y | +135.1% | +65.4% | +69.7% | +77.3% |
| All | +789.2% | +182.3% | +607.0% | +412.5% |
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