+228.7%
VTV vs FDX
+182.5%
+46.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -1.1% | -3.3% | +2.2% | -0.1% |
| 30D | -1.0% | -4.5% | +3.5% | +0.3% |
| 3M | +4.6% | -7.3% | +12.0% | +6.8% |
| 6M | +13.5% | +7.5% | +6.0% | +10.3% |
| YTD | +18.5% | +35.1% | -16.6% | +7.3% |
| 1Y | +22.9% | +71.4% | -48.5% | +3.3% |
| 3Y | +67.8% | +60.8% | +7.0% | +39.3% |
| 5Y | +81.8% | +65.5% | +16.4% | +44.7% |
| All | +228.7% | +182.5% | +46.2% | +98.4% |
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