+48.6%
PHYL vs VT
+141.0%
-92.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -0.4% | +2.9% | -3.3% | -1.3% |
| 30D | +0.4% | -2.5% | +2.9% | +1.1% |
| 3M | -1.9% | -3.3% | +1.4% | -1.0% |
| 6M | -0.9% | +1.5% | -2.4% | -1.5% |
| YTD | +0.2% | +11.4% | -11.2% | -3.3% |
| 1Y | +1.3% | +11.9% | -10.6% | -2.4% |
| 3Y | +26.6% | +73.9% | -47.3% | +5.2% |
| 5Y | +18.7% | +57.9% | -39.2% | +1.1% |
| All | +48.6% | +141.0% | -92.4% | +6.0% |
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