+1,281.6%
VFC vs PHM
+12,054.4%
-10,772.8%
-88.4%
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% | +0.4% |
| 7D | +3.5% | +2.9% | +0.6% | +2.7% |
| 30D | +38.3% | +16.5% | +21.8% | +32.5% |
| 3M | +40.2% | +0.6% | +39.5% | +39.8% |
| 6M | +10.6% | +11.6% | -1.0% | +7.4% |
| YTD | +16.7% | +12.1% | +4.6% | +13.1% |
| 1Y | +45.0% | +9.6% | +35.4% | +41.5% |
| 3Y | +48.8% | +62.3% | -13.5% | +32.1% |
| 5Y | -67.6% | +170.4% | -238.0% | -75.0% |
| 10Y | -47.5% | +683.0% | -730.5% | -69.5% |
| All | +1,281.6% | +12,054.4% | -10,772.8% | +280.7% |
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