+4,087.3%
FDX vs VSH
+1,674.8%
+2,412.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -1.6% |
| 7D | -2.5% | +4.1% | -6.6% | -3.5% |
| 30D | +3.8% | -4.2% | +8.0% | +4.3% |
| 3M | -1.3% | -50.0% | +48.7% | +13.1% |
| 6M | +5.0% | +80.2% | -75.2% | -12.6% |
| YTD | +39.6% | +121.1% | -81.4% | +10.1% |
| 1Y | +81.1% | +112.0% | -30.9% | +43.3% |
| 3Y | +63.0% | +22.5% | +40.5% | +42.5% |
| 5Y | +65.6% | +64.0% | +1.6% | +33.8% |
| 10Y | +183.4% | +170.4% | +13.0% | +102.3% |
| All | +4,087.3% | +1,674.8% | +2,412.5% | +1,392.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling