+397.6%
VRT vs PSX
+155.7%
+241.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +1.0% |
| 7D | +18.6% | +6.4% | +12.2% | +16.4% |
| 30D | -11.7% | -10.2% | -1.5% | -8.8% |
| 3M | -27.3% | +17.2% | -44.4% | -30.8% |
| 6M | -42.9% | +51.8% | -94.6% | -50.5% |
| YTD | +29.5% | +108.0% | -78.5% | -4.0% |
| 1Y | +21.0% | +96.1% | -75.1% | -7.8% |
| All | +397.6% | +155.7% | +241.9% | +223.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling