+1,112.0%
VST vs PSX
+348.3%
+763.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.5% | +11.1% | +10.7% |
| 7D | -9.8% | -13.1% | +3.3% | -5.1% |
| 30D | -25.1% | -9.5% | -15.6% | -22.7% |
| 3M | -11.6% | +20.2% | -31.8% | -17.5% |
| 6M | -20.9% | +44.9% | -65.8% | -31.5% |
| YTD | -22.3% | +94.4% | -116.7% | -40.4% |
| 1Y | -32.0% | +83.1% | -115.1% | -46.9% |
| 3Y | +262.4% | +132.2% | +130.2% | +154.0% |
| 5Y | +563.4% | +278.8% | +284.5% | +272.8% |
| All | +1,112.0% | +348.3% | +763.7% | +481.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling