+725.0%
VTV vs FDX
+632.9%
+92.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | 0.0% |
| 7D | +0.5% | -2.5% | +3.0% | +1.5% |
| 30D | +1.1% | +3.8% | -2.7% | -0.5% |
| 3M | +5.9% | -1.3% | +7.2% | +6.0% |
| 6M | +11.6% | +5.0% | +6.6% | +8.4% |
| YTD | +19.8% | +39.6% | -19.8% | +3.8% |
| 1Y | +26.2% | +81.1% | -54.9% | -1.6% |
| 3Y | +68.5% | +63.0% | +5.4% | +31.2% |
| 5Y | +79.9% | +65.6% | +14.3% | +32.6% |
| 10Y | +229.7% | +183.4% | +46.3% | +72.0% |
| All | +725.0% | +632.9% | +92.1% | +141.3% |
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