+74.1%
FDX vs VSH
+31.2%
+42.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.2% | +5.7% | +2.3% |
| 7D | +5.2% | +14.3% | -9.2% | +2.3% |
| 30D | +11.3% | -7.9% | +19.1% | +11.9% |
| 3M | -4.1% | -19.9% | +15.7% | -1.6% |
| 6M | +9.6% | -30.5% | +40.2% | +11.8% |
| YTD | +40.9% | +85.7% | -44.8% | +5.6% |
| 1Y | +53.0% | +98.9% | -45.9% | +12.0% |
| 3Y | +74.1% | +32.1% | +42.0% | +38.4% |
| All | +74.1% | +31.2% | +42.9% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling