+3,916.3%
FDX vs VSH
+1,203.4%
+2,712.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.7% | -8.5% | -4.0% |
| 7D | -1.6% | -12.9% | +11.3% | +1.1% |
| 30D | +6.6% | -36.9% | +43.5% | +17.0% |
| 3M | -2.1% | -28.8% | +26.7% | +3.7% |
| 6M | +2.2% | -30.3% | +32.5% | +5.1% |
| YTD | +33.9% | +62.4% | -28.4% | +11.6% |
| 1Y | +50.2% | +62.5% | -12.3% | +24.8% |
| 3Y | +65.5% | +7.4% | +58.1% | +46.8% |
| 5Y | +74.1% | +25.4% | +48.6% | +47.5% |
| 10Y | +156.7% | +102.6% | +54.0% | +92.9% |
| All | +3,916.3% | +1,203.4% | +2,712.9% | +1,412.8% |
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