+57.3%
VUG vs FDX
+72.6%
-15.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.7% |
| 7D | -3.4% | -1.6% | -1.8% | -2.9% |
| 30D | -11.1% | +6.6% | -17.7% | -12.8% |
| 3M | -7.2% | -2.1% | -5.2% | -6.9% |
| 6M | -4.1% | +2.2% | -6.3% | -5.3% |
| YTD | +1.4% | +33.9% | -32.6% | -8.8% |
| 1Y | +1.9% | +50.2% | -48.3% | -11.8% |
| 3Y | +77.7% | +65.5% | +12.2% | +42.3% |
| All | +57.3% | +72.6% | -15.3% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling