-1.0%
VCIT vs PHM
+10.2%
-11.3%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.4% |
| 7D | +0.1% | +2.9% | -2.8% | -0.1% |
| 30D | +1.1% | +16.5% | -15.4% | 0.0% |
| 3M | -1.4% | +0.6% | -2.0% | -1.6% |
| 6M | -2.3% | +11.6% | -13.9% | -3.3% |
| YTD | -1.8% | +12.1% | -13.9% | -2.9% |
| 1Y | -1.0% | +9.6% | -10.6% | -2.0% |
| All | -1.0% | +10.2% | -11.3% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling