+1,155.8%
VUG vs FDX
+603.0%
+552.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +2.0% |
| 7D | -3.4% | -1.6% | -1.8% | -2.8% |
| 30D | -11.1% | +6.6% | -17.7% | -13.4% |
| 3M | -7.2% | -2.1% | -5.2% | -6.8% |
| 6M | -4.1% | +2.2% | -6.3% | -5.7% |
| YTD | +1.4% | +33.9% | -32.6% | -11.2% |
| 1Y | +1.9% | +50.2% | -48.3% | -14.9% |
| 3Y | +77.7% | +65.5% | +12.2% | +36.9% |
| 5Y | +57.6% | +74.1% | -16.5% | +14.9% |
| 10Y | +398.6% | +156.7% | +241.9% | +180.1% |
| All | +1,155.8% | +603.0% | +552.8% | +303.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling