+1,058.9%
VST vs PSX
+351.9%
+707.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -6.0% | -7.8% | +1.8% | -3.1% |
| 30D | -18.8% | -9.9% | -8.9% | -15.8% |
| 3M | -8.0% | +16.9% | -25.0% | -13.3% |
| 6M | -10.9% | +48.0% | -58.9% | -23.4% |
| YTD | -18.3% | +98.3% | -116.7% | -37.9% |
| 1Y | -29.9% | +86.2% | -116.1% | -45.6% |
| 3Y | +290.3% | +144.0% | +146.3% | +168.6% |
| 5Y | +635.3% | +287.7% | +347.6% | +309.2% |
| 10Y | +1,162.4% | +338.3% | +824.0% | +473.9% |
| All | +1,058.9% | +351.9% | +707.0% | +425.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling