-61.2%
PHAT vs VT
+13.0%
-74.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | -0.2% |
| 7D | -9.9% | +0.4% | -10.3% | -9.7% |
| 30D | -26.5% | -2.6% | -23.9% | -25.3% |
| 3M | -37.7% | -3.2% | -34.4% | -36.4% |
| 6M | -56.2% | +0.9% | -57.1% | -55.9% |
| YTD | -67.9% | +11.3% | -79.2% | -69.7% |
| All | -61.2% | +13.0% | -74.2% | -63.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling