+262.4%
VST vs FDX
+64.2%
+198.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.7% | +13.3% | +10.8% |
| 7D | -9.8% | -1.6% | -8.2% | -9.7% |
| 30D | -25.1% | +6.6% | -31.8% | -25.9% |
| 3M | -11.6% | -2.1% | -9.5% | -11.5% |
| 6M | -20.9% | +2.2% | -23.1% | -21.2% |
| YTD | -22.3% | +33.9% | -56.2% | -25.4% |
| 1Y | -32.0% | +50.2% | -82.2% | -35.6% |
| 3Y | +262.4% | +65.5% | +196.9% | +209.3% |
| All | +262.4% | +64.2% | +198.2% | +209.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling