+1,740.6%
VRT vs FDX
+84.1%
+1,656.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.7% | +6.2% | +4.6% |
| 7D | -21.4% | -1.6% | -19.7% | -20.9% |
| 30D | -25.8% | +6.6% | -32.4% | -28.0% |
| 3M | -33.5% | -2.1% | -31.5% | -33.4% |
| 6M | -49.0% | +2.2% | -51.2% | -49.9% |
| YTD | +12.9% | +33.9% | -21.0% | -1.1% |
| 1Y | 0.0% | +50.2% | -50.2% | -16.7% |
| 3Y | +361.8% | +65.5% | +296.3% | +251.5% |
| 5Y | +565.1% | +74.1% | +491.1% | +385.7% |
| All | +1,740.6% | +84.1% | +1,656.6% | +896.5% |
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 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