+397.6%
VRT vs FDX
+71.8%
+325.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +18.6% | +0.8% | +17.8% | +18.4% |
| 30D | -11.7% | +9.9% | -21.5% | -14.2% |
| 3M | -27.3% | -1.9% | -25.4% | -27.0% |
| 6M | -42.9% | +6.1% | -49.0% | -44.1% |
| YTD | +29.5% | +38.8% | -9.3% | +17.5% |
| 1Y | +21.0% | +50.0% | -28.9% | +7.6% |
| All | +397.6% | +71.8% | +325.8% | +277.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling