+1,216.9%
VST vs FDX
+167.5%
+1,049.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.7% |
| 7D | +8.9% | -2.5% | +11.4% | +9.6% |
| 30D | +6.2% | +3.8% | +2.4% | +5.0% |
| 3M | -2.7% | -1.3% | -1.4% | -2.5% |
| 6M | -8.4% | +5.0% | -13.4% | -10.1% |
| YTD | -7.2% | +39.6% | -46.8% | -15.9% |
| 1Y | -20.9% | +81.1% | -102.0% | -33.4% |
| 3Y | +384.0% | +63.0% | +321.0% | +303.1% |
| 5Y | +757.1% | +65.6% | +691.5% | +588.4% |
| All | +1,216.9% | +167.5% | +1,049.4% | +679.0% |
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