+122.7%
FE vs PHM
+677.6%
-554.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -0.4% | -4.8% | +4.4% | +0.5% |
| 30D | +3.6% | +16.5% | -12.9% | +0.5% |
| 3M | +0.3% | -2.0% | +2.3% | +0.4% |
| 6M | +6.4% | +12.7% | -6.2% | +3.6% |
| YTD | +8.1% | +11.2% | -3.0% | +5.0% |
| 1Y | +4.6% | +7.7% | -3.1% | +2.0% |
| 3Y | +49.1% | +60.9% | -11.8% | +30.9% |
| 5Y | +46.1% | +167.7% | -121.6% | +11.9% |
| 10Y | +122.7% | +692.1% | -569.4% | +36.9% |
| All | +122.7% | +677.6% | -554.9% | +36.9% |
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