+2,826.7%
VRT vs FDX
+86.9%
+2,739.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.6% | +6.3% | +4.8% |
| 7D | +13.6% | -3.3% | +16.9% | +15.1% |
| 30D | +6.8% | -1.4% | +8.2% | +7.2% |
| 3M | -3.2% | -4.5% | +1.3% | -1.6% |
| 6M | +20.3% | +9.4% | +10.9% | +15.3% |
| YTD | +79.6% | +36.0% | +43.6% | +56.9% |
| 1Y | +139.0% | +75.5% | +63.5% | +86.7% |
| 3Y | +644.6% | +62.8% | +581.8% | +474.8% |
| 5Y | +1,024.4% | +64.4% | +960.0% | +737.7% |
| All | +2,826.7% | +86.9% | +2,739.8% | +1,480.6% |
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