+396.3%
VUG vs FDX
+160.0%
+236.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.5% | -0.7% | +1.6% |
| 7D | +0.5% | +0.2% | +0.3% | +0.5% |
| 30D | -8.2% | +9.3% | -17.5% | -10.9% |
| 3M | -5.4% | +0.5% | -5.9% | -5.9% |
| 6M | -2.5% | +5.3% | -7.9% | -4.8% |
| YTD | +4.2% | +38.6% | -34.4% | -8.2% |
| 1Y | +5.0% | +53.5% | -48.5% | -10.8% |
| 3Y | +81.7% | +74.2% | +7.5% | +42.0% |
| 5Y | +62.5% | +75.3% | -12.7% | +22.9% |
| 10Y | +396.3% | +156.3% | +240.1% | +208.0% |
| All | +396.3% | +160.0% | +236.3% | +208.0% |
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