+57.2%
VZ vs FDX
+70.4%
-13.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.5% |
| 7D | +2.2% | +0.2% | +2.1% | +2.2% |
| 30D | +10.6% | +9.3% | +1.3% | +9.7% |
| 3M | -0.6% | +0.5% | -1.1% | -0.7% |
| 6M | +0.7% | +5.3% | -4.6% | +0.2% |
| YTD | +20.6% | +38.6% | -18.0% | +17.6% |
| 1Y | +22.7% | +53.5% | -30.8% | +18.8% |
| 3Y | +57.2% | +74.2% | -17.0% | +51.2% |
| All | +57.2% | +70.4% | -13.2% | +51.2% |
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