+96.1%
VCIT vs PHM
+1,527.8%
-1,431.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | -0.1% |
| 7D | +0.1% | +6.2% | -6.1% | -0.1% |
| 30D | +1.9% | +17.9% | -16.0% | +1.3% |
| 3M | -1.4% | +2.5% | -3.9% | -1.6% |
| 6M | -2.1% | +10.8% | -12.9% | -2.6% |
| YTD | -1.6% | +13.7% | -15.4% | -2.2% |
| 1Y | -0.9% | +12.4% | -13.3% | -1.5% |
| 3Y | +20.0% | +65.6% | -45.7% | +17.7% |
| 5Y | +3.1% | +175.3% | -172.2% | -0.5% |
| 10Y | +28.7% | +713.9% | -685.2% | +23.2% |
| All | +96.1% | +1,527.8% | -1,431.7% | +87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling