+49.2%
PHYL vs VT
+134.8%
-85.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +0.2% | -2.3% | +2.5% | +0.9% |
| 30D | +0.6% | -5.0% | +5.6% | +2.1% |
| 3M | -1.3% | -4.9% | +3.5% | +0.1% |
| 6M | -1.0% | -1.5% | +0.6% | -0.7% |
| YTD | +0.6% | +8.5% | -7.9% | -2.2% |
| 1Y | +2.1% | +11.4% | -9.3% | -1.5% |
| 3Y | +27.0% | +70.1% | -43.1% | +6.3% |
| 5Y | +18.5% | +53.7% | -35.2% | +1.8% |
| All | +49.2% | +134.8% | -85.6% | +7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling