-69.9%
VFC vs PHM
+557.7%
-627.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.6% | -0.5% |
| 7D | -3.3% | -6.4% | +3.1% | 0.0% |
| 30D | -14.0% | -12.1% | -1.9% | -8.3% |
| 3M | -22.6% | -1.5% | -21.0% | -21.8% |
| 6M | -24.7% | -6.0% | -18.7% | -22.4% |
| YTD | -29.0% | -0.3% | -28.7% | -29.2% |
| 1Y | -13.8% | -13.3% | -0.4% | -7.7% |
| 3Y | -28.2% | +47.6% | -75.8% | -40.5% |
| 5Y | -79.0% | +154.7% | -233.7% | -86.7% |
| All | -69.9% | +557.7% | -627.5% | -87.5% |
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