+156.3%
FDX vs VSH
+128.2%
+28.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +13.4% | -10.0% | -0.9% |
| 7D | +0.2% | +3.5% | -3.3% | -1.8% |
| 30D | +9.3% | -22.4% | +31.7% | +16.7% |
| 3M | +0.5% | -25.2% | +25.7% | +7.2% |
| 6M | +5.3% | -22.5% | +27.9% | +3.6% |
| YTD | +38.6% | +84.2% | -45.6% | -6.2% |
| 1Y | +53.5% | +87.1% | -33.5% | +2.6% |
| 3Y | +74.2% | +31.7% | +42.6% | +26.0% |
| 5Y | +75.3% | +42.6% | +32.7% | +17.6% |
| 10Y | +156.3% | +116.6% | +39.7% | +36.0% |
| All | +156.3% | +128.2% | +28.0% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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