-100.0%
PHGE vs VT
+153.2%
-253.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -97.6% | +15.0% | -112.7% | -97.2% |
| 7D | -97.6% | +15.0% | -112.7% | -97.2% |
| 30D | -97.6% | +15.0% | -112.7% | -97.2% |
| 3M | -97.6% | +15.0% | -112.7% | -97.2% |
| 6M | -97.6% | +15.0% | -112.7% | -97.2% |
| YTD | -97.6% | +15.0% | -112.7% | -97.2% |
| 1Y | -97.9% | +19.0% | -116.9% | -97.5% |
| 3Y | -99.8% | +73.9% | -173.7% | -99.8% |
| 5Y | -100.0% | +65.4% | -165.4% | -100.0% |
| All | -100.0% | +153.2% | -253.2% | -100.0% |
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