+5.2%
VUG vs FDX
+65.6%
-60.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.0% | +1.1% |
| 7D | -3.0% | +8.1% | -11.2% | -3.9% |
| 30D | -6.4% | +13.9% | -20.4% | -8.0% |
| 3M | -3.2% | +5.5% | -8.8% | -3.9% |
| 6M | +3.1% | +15.1% | -12.0% | +1.4% |
| YTD | +6.3% | +43.2% | -36.9% | +2.0% |
| 1Y | +5.2% | +65.0% | -59.9% | +1.5% |
| All | +5.2% | +65.6% | -60.4% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling