+2,397.0%
VRT vs PSX
+191.3%
+2,205.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -5.3% |
| 7D | -7.7% | +1.5% | -9.2% | -8.1% |
| 30D | -12.0% | +15.8% | -27.8% | -16.2% |
| 3M | -11.7% | +43.0% | -54.7% | -22.2% |
| 6M | -8.1% | +61.1% | -69.2% | -23.0% |
| YTD | +53.2% | +104.5% | -51.3% | +17.3% |
| 1Y | +81.7% | +102.5% | -20.9% | +39.0% |
| 3Y | +535.3% | +133.5% | +401.8% | +355.3% |
| 5Y | +916.4% | +367.0% | +549.4% | +459.2% |
| All | +2,397.0% | +191.3% | +2,205.7% | +1,024.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 10y: compounded portfolio wealth divided by compounded PSX 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…
10y analysis · Full analysis span regression · 6 months rolling