+402.8%
VUG vs PSX
+368.0%
+34.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | +2.5% | +7.8% | -5.3% | +0.9% |
| 30D | -6.3% | -10.9% | +4.6% | -4.1% |
| 3M | -6.0% | +14.5% | -20.5% | -9.2% |
| 6M | -3.5% | +56.1% | -59.7% | -13.4% |
| YTD | +3.9% | +109.6% | -105.7% | -13.7% |
| 1Y | +5.1% | +95.5% | -90.4% | -11.4% |
| 3Y | +77.9% | +156.2% | -78.3% | +37.4% |
| 5Y | +62.4% | +310.0% | -247.6% | +8.6% |
| All | +402.8% | +368.0% | +34.8% | +206.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling