+769.3%
VST vs PSX
+342.7%
+426.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.4% | +3.5% |
| 7D | +8.9% | +4.5% | +4.4% | +7.6% |
| 30D | +6.2% | +26.6% | -20.4% | -0.5% |
| 3M | -2.7% | +39.3% | -42.0% | -11.6% |
| 6M | -8.4% | +56.8% | -65.2% | -20.1% |
| YTD | -7.2% | +101.8% | -109.0% | -26.1% |
| 1Y | -20.9% | +99.6% | -120.5% | -37.1% |
| 3Y | +384.0% | +140.3% | +243.6% | +256.2% |
| All | +769.3% | +342.7% | +426.6% | +438.9% |
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