+2,723.0%
VRT vs PSX
+187.5%
+2,535.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.3% |
| 7D | +9.1% | +4.5% | +4.6% | +7.5% |
| 30D | +0.9% | +26.6% | -25.7% | -6.8% |
| 3M | -13.4% | +39.3% | -52.6% | -23.0% |
| 6M | +11.7% | +56.8% | -45.1% | -5.7% |
| YTD | +73.2% | +101.8% | -28.6% | +33.2% |
| 1Y | +123.4% | +99.6% | +23.8% | +71.8% |
| 3Y | +606.2% | +140.3% | +465.8% | +401.0% |
| 5Y | +899.9% | +339.3% | +560.6% | +462.0% |
| All | +2,723.0% | +187.5% | +2,535.6% | +1,176.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling