+897.3%
VST vs FDX
+163.8%
+733.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.8% | -2.3% | -5.2% |
| 7D | -19.9% | +2.9% | -22.8% | -20.6% |
| 30D | -29.7% | +9.6% | -39.3% | -31.5% |
| 3M | -19.6% | +2.4% | -21.9% | -20.4% |
| 6M | -29.4% | +9.2% | -38.6% | -31.4% |
| YTD | -29.7% | +37.7% | -67.4% | -36.3% |
| 1Y | -40.0% | +56.1% | -96.2% | -47.6% |
| 3Y | +231.0% | +68.9% | +162.0% | +171.9% |
| 5Y | +500.1% | +79.0% | +421.1% | +367.7% |
| 10Y | +1,004.2% | +163.9% | +840.3% | +554.4% |
| All | +897.3% | +163.8% | +733.6% | +490.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling