+294.5%
VTI vs FDX
+182.3%
+112.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.9% |
| 7D | -2.0% | -3.9% | +1.8% | -0.8% |
| 30D | -1.9% | -3.3% | +1.4% | -1.0% |
| 3M | +4.5% | -2.0% | +6.5% | +4.9% |
| 6M | +12.6% | +8.0% | +4.5% | +8.9% |
| YTD | +12.0% | +35.0% | -23.0% | +0.3% |
| 1Y | +17.3% | +73.7% | -56.3% | -3.7% |
| 3Y | +75.3% | +61.6% | +13.8% | +42.4% |
| 5Y | +74.0% | +65.4% | +8.6% | +35.6% |
| All | +294.5% | +182.3% | +112.2% | +134.6% |
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