+2,723.0%
VRT vs FDX
+91.9%
+2,631.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +4.9% | +4.6% |
| 7D | +9.1% | -2.5% | +11.6% | +10.3% |
| 30D | +0.9% | +3.8% | -2.9% | -0.8% |
| 3M | -13.4% | -1.3% | -12.1% | -13.1% |
| 6M | +11.7% | +5.0% | +6.7% | +8.9% |
| YTD | +73.2% | +39.6% | +33.6% | +49.7% |
| 1Y | +123.4% | +81.1% | +42.3% | +72.3% |
| 3Y | +606.2% | +63.0% | +543.1% | +445.5% |
| 5Y | +899.9% | +65.6% | +834.3% | +642.4% |
| All | +2,723.0% | +91.9% | +2,631.2% | +1,408.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling