+3.5%
VCIT vs PHM
+175.2%
-171.8%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +0.1% |
| 7D | +0.1% | +6.2% | -6.1% | -0.5% |
| 30D | +1.9% | +17.9% | -16.0% | +0.3% |
| 3M | -1.4% | +2.5% | -3.9% | -1.8% |
| 6M | -2.1% | +10.8% | -12.9% | -3.3% |
| YTD | -1.6% | +13.7% | -15.4% | -3.3% |
| 1Y | -0.9% | +12.4% | -13.3% | -2.5% |
| 3Y | +20.0% | +65.6% | -45.7% | +11.6% |
| All | +3.5% | +175.2% | -171.8% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling