+5.1%
VUG vs FDX
+51.6%
-46.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | +2.5% | +5.2% | -2.7% | +1.6% |
| 30D | -6.3% | +11.3% | -17.6% | -7.7% |
| 3M | -6.0% | -4.1% | -1.9% | -5.2% |
| 6M | -3.5% | +9.6% | -13.2% | -4.9% |
| YTD | +3.9% | +40.9% | -37.0% | -4.1% |
| 1Y | +5.1% | +53.0% | -47.9% | -5.0% |
| All | +5.1% | +51.6% | -46.5% | -5.0% |
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 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