+420.5%
VUG vs FDX
+173.3%
+247.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | +0.1% | -2.3% | +2.4% | +0.9% |
| 30D | -1.7% | -4.9% | +3.2% | -0.1% |
| 3M | +2.8% | -6.5% | +9.3% | +4.8% |
| 6M | +13.6% | +6.7% | +6.9% | +10.2% |
| YTD | +8.1% | +33.9% | -25.8% | -3.4% |
| 1Y | +13.1% | +72.2% | -59.1% | -7.7% |
| 3Y | +87.0% | +60.2% | +26.7% | +50.7% |
| 5Y | +76.0% | +62.9% | +13.0% | +36.5% |
| 10Y | +420.5% | +178.8% | +241.7% | +211.6% |
| All | +420.5% | +173.3% | +247.2% | +211.6% |
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