+222.6%
PHYS vs VT
+423.1%
-200.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +1.4% |
| 7D | +1.7% | -4.2% | +5.9% | +2.2% |
| 30D | -1.6% | -5.8% | +4.2% | -0.9% |
| 3M | -3.7% | -5.2% | +1.5% | -3.1% |
| 6M | -10.2% | +0.1% | -10.3% | -10.1% |
| YTD | -6.3% | +8.2% | -14.5% | -6.9% |
| 1Y | +2.6% | +10.1% | -7.6% | +1.8% |
| 3Y | +98.3% | +69.7% | +28.7% | +90.5% |
| 5Y | +116.4% | +53.4% | +63.0% | +108.0% |
| 10Y | +188.6% | +219.2% | -30.6% | +170.2% |
| All | +222.6% | +423.1% | -200.5% | +196.7% |
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