+38.4%
VFC vs PHM
+7.4%
+31.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.2% | +3.2% |
| 7D | +1.6% | -4.1% | +5.8% | +4.5% |
| 30D | +25.5% | +16.1% | +9.3% | +12.6% |
| 3M | +41.3% | -2.5% | +43.8% | +43.3% |
| 6M | +22.2% | +12.9% | +9.3% | +11.8% |
| YTD | +16.4% | +9.0% | +7.4% | +3.8% |
| 1Y | +38.4% | +8.2% | +30.2% | +24.9% |
| All | +38.4% | +7.4% | +31.0% | +24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling