+8.6%
VRT vs PSX
+84.9%
-76.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -3.1% |
| 7D | -17.7% | -7.8% | -9.9% | -18.0% |
| 30D | -20.0% | -9.9% | -10.1% | -20.5% |
| 3M | -28.1% | +16.9% | -45.0% | -25.6% |
| 6M | -42.8% | +48.0% | -90.8% | -38.8% |
| YTD | +20.0% | +98.3% | -78.4% | +25.2% |
| All | +8.6% | +84.9% | -76.3% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling