+362.6%
PSX vs VTEB
+1.2%
+361.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +1.7% | -0.9% | +2.6% | +1.5% |
| 30D | +15.6% | -2.5% | +18.1% | +15.1% |
| 3M | +46.5% | -3.0% | +49.4% | +45.6% |
| 6M | +55.0% | -2.1% | +57.1% | +54.4% |
| YTD | +105.3% | -1.5% | +106.8% | +104.4% |
| 1Y | +101.6% | +0.2% | +101.4% | +100.4% |
| 3Y | +134.1% | +8.6% | +125.6% | +131.8% |
| All | +362.6% | +1.2% | +361.3% | +255.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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