+608.4%
VST vs PSX
+306.7%
+301.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | +6.6% | +7.8% | -1.2% | +4.4% |
| 30D | -12.4% | -10.9% | -1.5% | -9.6% |
| 3M | -9.0% | +14.5% | -23.5% | -12.6% |
| 6M | -6.4% | +56.1% | -62.6% | -18.4% |
| YTD | -17.2% | +109.6% | -126.8% | -35.2% |
| 1Y | -22.0% | +95.5% | -117.5% | -37.7% |
| 3Y | +296.7% | +156.2% | +140.5% | +183.6% |
| All | +608.4% | +306.7% | +301.7% | +342.9% |
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 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