+163.1%
ET vs PHM
+670.5%
-507.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +2.5% | -4.1% | +6.7% | +3.5% |
| 30D | -2.5% | +16.1% | -18.6% | -6.2% |
| 3M | -4.9% | -2.5% | -2.4% | -4.8% |
| 6M | -0.1% | +12.9% | -13.0% | -4.2% |
| YTD | +26.2% | +9.0% | +17.2% | +21.2% |
| 1Y | +25.2% | +8.2% | +17.0% | +20.1% |
| 3Y | +84.2% | +58.4% | +25.7% | +53.6% |
| 5Y | +216.1% | +159.2% | +56.9% | +118.4% |
| All | +163.1% | +670.5% | -507.4% | +30.6% |
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