+764.9%
VUG vs PSX
+1,139.4%
-374.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -0.1% | +4.5% | -4.6% | -1.1% |
| 30D | -0.3% | +26.6% | -26.9% | -5.8% |
| 3M | -0.7% | +39.3% | -40.0% | -8.5% |
| 6M | +14.6% | +56.8% | -42.2% | +2.0% |
| YTD | +9.0% | +101.8% | -92.8% | -9.2% |
| 1Y | +14.9% | +99.6% | -84.7% | -4.3% |
| 3Y | +86.0% | +140.3% | -54.3% | +44.8% |
| 5Y | +76.7% | +339.3% | -262.6% | +14.1% |
| 10Y | +411.3% | +369.9% | +41.4% | +198.5% |
| All | +764.9% | +1,139.4% | -374.6% | +312.7% |
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