+113.8%
PHYS vs VT
+53.4%
+60.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +4.7% | -2.3% | +7.0% | +5.4% |
| 30D | -0.8% | -5.0% | +4.2% | +0.7% |
| 3M | -4.6% | -4.9% | +0.3% | -3.1% |
| 6M | -13.4% | -1.5% | -11.9% | -12.9% |
| YTD | -7.0% | +8.5% | -15.4% | -8.4% |
| 1Y | +1.8% | +11.4% | -9.6% | -0.2% |
| 3Y | +98.3% | +70.1% | +28.2% | +79.8% |
| All | +113.8% | +53.4% | +60.4% | +89.3% |
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