+87.9%
VUG vs FDX
+62.0%
+25.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.2% |
| 7D | +0.9% | -3.3% | +4.2% | +1.6% |
| 30D | -1.4% | -1.4% | 0.0% | -1.2% |
| 3M | +2.3% | -4.5% | +6.8% | +3.2% |
| 6M | +15.7% | +9.4% | +6.3% | +12.6% |
| YTD | +8.6% | +36.0% | -27.4% | 0.0% |
| 1Y | +14.1% | +75.5% | -61.5% | -1.7% |
| 3Y | +87.9% | +62.8% | +25.1% | +55.1% |
| All | +87.9% | +62.0% | +25.9% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling