+373.4%
VST vs FDX
+63.5%
+309.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.6% |
| 7D | +8.9% | -2.5% | +11.4% | +9.3% |
| 30D | +6.2% | +3.8% | +2.4% | +5.6% |
| 3M | -2.7% | -1.3% | -1.4% | -2.6% |
| 6M | -8.4% | +5.0% | -13.4% | -9.2% |
| YTD | -7.2% | +39.6% | -46.8% | -11.7% |
| 1Y | -20.9% | +81.1% | -102.0% | -27.4% |
| All | +373.4% | +63.5% | +309.9% | +304.1% |
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