+65.5%
VZ vs FDX
+153.7%
-88.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.6% |
| 7D | +2.1% | -1.6% | +3.8% | +2.4% |
| 30D | +1.4% | +6.6% | -5.2% | +0.5% |
| 3M | -1.3% | -2.1% | +0.8% | -1.0% |
| 6M | -0.5% | +2.2% | -2.7% | -1.0% |
| YTD | +19.6% | +33.9% | -14.3% | +14.5% |
| 1Y | +22.4% | +50.2% | -27.9% | +15.3% |
| 3Y | +55.9% | +65.5% | -9.7% | +42.5% |
| 5Y | +20.4% | +74.1% | -53.7% | +7.4% |
| All | +65.5% | +153.7% | -88.2% | +50.1% |
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 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