-59.2%
PHAT vs VT
+11.9%
-71.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | +15.4% | +2.4% | +13.1% | +13.7% |
| 30D | -18.1% | -1.5% | -16.6% | -16.9% |
| 3M | -34.0% | -4.1% | -29.9% | -32.3% |
| 6M | -51.8% | +0.6% | -52.3% | -51.3% |
| YTD | -63.5% | +11.0% | -74.5% | -65.8% |
| 1Y | -59.2% | +13.3% | -72.5% | -62.9% |
| All | -59.2% | +11.9% | -71.1% | -62.9% |
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