-77.3%
PHAT vs VT
+53.2%
-130.5%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.1% | -6.5% | -4.5% |
| 7D | -18.3% | -4.2% | -14.2% | -12.6% |
| 30D | -25.1% | -5.8% | -19.3% | -17.7% |
| 3M | -38.3% | -5.2% | -33.0% | -32.7% |
| 6M | -59.7% | +0.1% | -59.8% | -60.2% |
| YTD | -69.4% | +8.2% | -77.6% | -73.6% |
| 1Y | -61.7% | +10.1% | -71.9% | -67.9% |
| 3Y | -41.8% | +69.7% | -111.5% | -75.2% |
| 5Y | -77.3% | +53.4% | -130.6% | -88.3% |
| All | -77.3% | +53.2% | -130.5% | -88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling