+448.4%
PSX vs VTEB
+25.1%
+423.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.4% |
| 7D | +1.5% | -1.2% | +2.7% | +2.3% |
| 30D | +15.8% | -2.9% | +18.7% | +18.1% |
| 3M | +43.0% | -3.2% | +46.2% | +46.0% |
| 6M | +61.1% | -2.6% | +63.7% | +63.8% |
| YTD | +104.5% | -1.8% | +106.4% | +106.6% |
| 1Y | +102.5% | +0.2% | +102.3% | +101.3% |
| 3Y | +133.5% | +8.2% | +125.3% | +117.6% |
| 5Y | +367.0% | +0.8% | +366.1% | +363.6% |
| 10Y | +382.3% | +17.7% | +364.7% | +452.4% |
| All | +448.4% | +25.1% | +423.3% | +658.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling