+176.1%
ET vs PHM
+557.7%
-381.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.7% |
| 7D | +1.4% | -6.4% | +7.7% | +2.9% |
| 30D | +4.6% | -12.1% | +16.7% | +7.7% |
| 3M | +16.0% | -1.5% | +17.6% | +15.7% |
| 6M | +22.8% | -6.0% | +28.8% | +23.3% |
| YTD | +38.9% | -0.3% | +39.2% | +36.8% |
| 1Y | +34.1% | -13.3% | +47.4% | +36.5% |
| 3Y | +98.8% | +47.6% | +51.2% | +68.8% |
| 5Y | +246.8% | +154.7% | +92.1% | +140.2% |
| All | +176.1% | +557.7% | -381.6% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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