+20.2%
VZ vs FDX
+72.6%
-52.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.6% |
| 7D | +2.1% | -1.6% | +3.8% | +2.3% |
| 30D | +1.4% | +6.6% | -5.2% | +0.7% |
| 3M | -1.3% | -2.1% | +0.8% | -1.1% |
| 6M | -0.5% | +2.2% | -2.7% | -0.9% |
| YTD | +19.6% | +33.9% | -14.3% | +15.9% |
| 1Y | +22.4% | +50.2% | -27.9% | +17.3% |
| 3Y | +55.9% | +65.5% | -9.7% | +45.8% |
| All | +20.2% | +72.6% | -52.4% | +11.6% |
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