-78.3%
PHAT vs VT
+134.7%
-213.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | -2.2% |
| 7D | -9.9% | +0.4% | -10.3% | -10.1% |
| 30D | -26.5% | -2.6% | -23.9% | -23.3% |
| 3M | -37.7% | -3.2% | -34.4% | -34.2% |
| 6M | -56.2% | +0.9% | -57.1% | -57.1% |
| YTD | -67.9% | +11.3% | -79.2% | -73.1% |
| 1Y | -59.8% | +14.0% | -73.8% | -67.5% |
| 3Y | -32.2% | +75.8% | -108.0% | -70.6% |
| 5Y | -76.6% | +57.8% | -134.4% | -87.8% |
| All | -78.3% | +134.7% | -213.0% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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