-22.0%
VST vs FDX
+51.6%
-73.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.3% |
| 7D | +6.6% | +5.2% | +1.4% | +6.1% |
| 30D | -12.4% | +11.3% | -23.7% | -13.8% |
| 3M | -9.0% | -4.1% | -4.9% | -7.9% |
| 6M | -6.4% | +9.6% | -16.1% | -7.4% |
| YTD | -17.2% | +40.9% | -58.1% | -27.2% |
| 1Y | -22.0% | +53.0% | -75.0% | -30.5% |
| All | -22.0% | +51.6% | -73.6% | -30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling