+75.0%
VTI vs PSX
+362.1%
-287.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | -0.9% | +1.7% | -2.6% | -1.2% |
| 30D | -1.4% | +15.6% | -17.1% | -4.2% |
| 3M | +3.6% | +46.5% | -42.9% | -4.0% |
| 6M | +13.6% | +55.0% | -41.4% | +3.5% |
| YTD | +12.9% | +105.3% | -92.4% | -3.7% |
| 1Y | +17.2% | +101.6% | -84.4% | +0.1% |
| 3Y | +75.7% | +134.1% | -58.5% | +41.6% |
| All | +75.0% | +362.1% | -287.1% | +21.2% |
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