+30.9%
VCIT vs PHM
+677.6%
-646.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.1% |
| 7D | -0.5% | -4.8% | +4.3% | -0.2% |
| 30D | +1.0% | +16.5% | -15.5% | 0.0% |
| 3M | -1.4% | -2.0% | +0.6% | -1.4% |
| 6M | -2.1% | +12.7% | -14.7% | -3.0% |
| YTD | -1.8% | +11.2% | -12.9% | -2.8% |
| 1Y | -1.4% | +7.7% | -9.1% | -2.2% |
| 3Y | +19.3% | +60.9% | -41.6% | +14.6% |
| 5Y | +4.1% | +167.7% | -163.6% | -3.7% |
| 10Y | +30.9% | +692.1% | -661.1% | +17.9% |
| All | +30.9% | +677.6% | -646.7% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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