+48.8%
VFC vs PHM
+64.0%
-15.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | +2.1% |
| 7D | +3.5% | +2.9% | +0.6% | +1.2% |
| 30D | +38.3% | +16.5% | +21.8% | +23.3% |
| 3M | +40.2% | +0.6% | +39.5% | +38.6% |
| 6M | +10.6% | +11.6% | -1.0% | +1.4% |
| YTD | +16.7% | +12.1% | +4.6% | +5.1% |
| 1Y | +45.0% | +9.6% | +35.4% | +33.2% |
| 3Y | +48.8% | +62.3% | -13.5% | -20.8% |
| All | +48.8% | +64.0% | -15.2% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling