+1,917.9%
VRT vs FDX
+90.4%
+1,827.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.5% | +6.2% | +8.2% |
| 7D | -10.6% | +0.2% | -10.8% | -10.7% |
| 30D | -17.4% | +9.3% | -26.7% | -20.6% |
| 3M | -26.4% | +0.5% | -26.9% | -26.9% |
| 6M | -41.0% | +5.3% | -46.3% | -42.7% |
| YTD | +23.8% | +38.6% | -14.8% | +7.0% |
| 1Y | +11.6% | +53.5% | -41.9% | -7.8% |
| 3Y | +403.5% | +74.2% | +329.3% | +275.4% |
| 5Y | +647.0% | +75.3% | +571.8% | +443.6% |
| All | +1,917.9% | +90.4% | +1,827.4% | +978.2% |
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