+631.1%
VRT vs PSX
+287.9%
+343.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.8% |
| 7D | -17.7% | -7.8% | -9.9% | -15.2% |
| 30D | -20.0% | -9.9% | -10.1% | -17.2% |
| 3M | -28.1% | +16.9% | -45.0% | -31.6% |
| 6M | -42.8% | +48.0% | -90.8% | -50.3% |
| YTD | +20.0% | +98.3% | -78.4% | -8.1% |
| 1Y | +3.5% | +86.2% | -82.7% | -18.8% |
| 3Y | +366.1% | +144.0% | +222.1% | +221.4% |
| All | +631.1% | +287.9% | +343.2% | +337.2% |
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