+228.8%
VTV vs FDX
+155.8%
+73.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | +2.9% | +5.2% | -2.3% | +1.4% |
| 30D | +3.8% | +11.3% | -7.5% | +0.5% |
| 3M | +1.6% | -4.1% | +5.7% | +2.6% |
| 6M | +11.2% | +9.6% | +1.6% | +7.6% |
| YTD | +22.0% | +40.9% | -18.9% | +8.9% |
| 1Y | +24.9% | +53.0% | -28.1% | +8.7% |
| 3Y | +78.5% | +74.1% | +4.4% | +44.6% |
| 5Y | +77.8% | +75.1% | +2.7% | +39.2% |
| All | +228.8% | +155.8% | +73.0% | +102.1% |
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