+301.1%
VST vs PSX
+155.7%
+145.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.3% |
| 7D | +19.2% | +6.4% | +12.7% | +17.2% |
| 30D | -17.2% | -10.2% | -7.0% | -14.9% |
| 3M | -8.1% | +17.2% | -25.3% | -12.2% |
| 6M | -8.1% | +51.8% | -59.9% | -18.9% |
| YTD | -16.3% | +108.0% | -124.3% | -35.3% |
| 1Y | -24.1% | +96.1% | -120.2% | -40.2% |
| All | +301.1% | +155.7% | +145.4% | +196.4% |
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