-48.6%
VFC vs PHM
+670.5%
-719.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.2% | +3.2% |
| 7D | +1.6% | -4.1% | +5.8% | +3.8% |
| 30D | +25.5% | +16.1% | +9.3% | +16.0% |
| 3M | +41.3% | -2.5% | +43.8% | +42.6% |
| 6M | +22.2% | +12.9% | +9.3% | +14.6% |
| YTD | +16.4% | +9.0% | +7.4% | +10.6% |
| 1Y | +38.4% | +8.2% | +30.2% | +32.4% |
| 3Y | +56.2% | +58.4% | -2.2% | +24.8% |
| 5Y | -68.2% | +159.2% | -227.3% | -80.3% |
| All | -48.6% | +670.5% | -719.2% | -80.0% |
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 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