+96.6%
VCIT vs PHM
+1,504.6%
-1,407.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.5% |
| 7D | +0.1% | +2.9% | -2.8% | 0.0% |
| 30D | +1.6% | +16.5% | -14.9% | +1.0% |
| 3M | -0.9% | +0.6% | -1.6% | -1.0% |
| 6M | -1.9% | +11.6% | -13.5% | -2.3% |
| YTD | -1.4% | +12.1% | -13.5% | -1.9% |
| 1Y | -0.6% | +9.6% | -10.2% | -1.0% |
| 3Y | +19.8% | +62.3% | -42.5% | +17.6% |
| 5Y | +4.2% | +170.4% | -166.2% | +0.6% |
| 10Y | +31.1% | +683.0% | -651.9% | +25.5% |
| All | +96.6% | +1,504.6% | -1,407.9% | +88.4% |
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