+1,179.1%
VST vs FDX
+152.0%
+1,027.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | +19.2% | +0.8% | +18.4% | +18.9% |
| 30D | -17.2% | +9.9% | -27.0% | -19.4% |
| 3M | -8.1% | -1.9% | -6.2% | -8.1% |
| 6M | -8.1% | +6.1% | -14.2% | -10.0% |
| YTD | -16.3% | +38.8% | -55.1% | -24.3% |
| 1Y | -24.1% | +50.0% | -74.1% | -32.8% |
| 3Y | +300.2% | +71.0% | +229.2% | +227.4% |
| 5Y | +645.9% | +72.5% | +573.4% | +489.4% |
| All | +1,179.1% | +152.0% | +1,027.1% | +704.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling