+500.1%
VST vs FDX
+76.2%
+423.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.8% | -2.3% | -5.6% |
| 7D | -19.9% | +2.9% | -22.8% | -20.3% |
| 30D | -29.7% | +9.6% | -39.3% | -30.8% |
| 3M | -19.6% | +2.4% | -21.9% | -20.0% |
| 6M | -29.4% | +9.2% | -38.6% | -30.5% |
| YTD | -29.7% | +37.7% | -67.4% | -33.7% |
| 1Y | -40.0% | +56.1% | -96.2% | -44.6% |
| 3Y | +231.0% | +68.9% | +162.0% | +190.0% |
| 5Y | +500.1% | +79.0% | +421.1% | +411.4% |
| All | +500.1% | +76.2% | +423.8% | +411.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling