+1,024.4%
VRT vs PSX
+349.1%
+675.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.2% |
| 7D | +13.6% | +2.8% | +10.8% | +12.7% |
| 30D | +6.8% | +27.8% | -21.0% | -1.0% |
| 3M | -3.2% | +42.0% | -45.3% | -13.7% |
| 6M | +20.3% | +58.1% | -37.8% | +2.4% |
| YTD | +79.6% | +105.0% | -25.4% | +38.3% |
| 1Y | +139.0% | +104.9% | +34.1% | +83.2% |
| 3Y | +644.6% | +134.1% | +510.6% | +432.5% |
| 5Y | +1,024.4% | +363.8% | +660.5% | +582.4% |
| All | +1,024.4% | +349.1% | +675.2% | +582.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling