+109.6%
VRT vs PSX
+104.4%
+5.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.6% | -10.2% | -9.5% |
| 7D | +2.4% | +1.8% | +0.6% | +2.7% |
| 30D | -2.7% | +21.6% | -24.3% | +0.4% |
| 3M | -9.2% | +46.5% | -55.6% | -3.3% |
| 6M | -0.5% | +62.0% | -62.5% | +6.1% |
| YTD | +62.3% | +106.3% | -44.0% | +72.6% |
| 1Y | +109.6% | +103.0% | +6.6% | +125.6% |
| All | +109.6% | +104.4% | +5.2% | +125.6% |
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