+262.4%
VST vs PSX
+131.4%
+131.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.5% | +11.1% | +10.7% |
| 7D | -9.8% | -13.1% | +3.3% | -6.3% |
| 30D | -25.1% | -9.5% | -15.6% | -23.3% |
| 3M | -11.6% | +20.2% | -31.8% | -16.2% |
| 6M | -20.9% | +44.9% | -65.8% | -29.5% |
| YTD | -22.3% | +94.4% | -116.7% | -38.9% |
| 1Y | -32.0% | +83.1% | -115.1% | -45.4% |
| 3Y | +262.4% | +132.2% | +130.2% | +170.4% |
| All | +262.4% | +131.4% | +131.0% | +170.4% |
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