+789.7%
VFC vs PHM
+11,456.8%
-10,667.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.3% |
| 7D | -1.6% | -3.2% | +1.6% | -0.7% |
| 30D | -11.6% | -6.4% | -5.2% | -10.0% |
| 3M | -18.1% | +5.5% | -23.6% | -19.2% |
| 6M | -27.4% | -5.4% | -21.9% | -26.1% |
| YTD | -24.8% | +6.6% | -31.4% | -26.1% |
| 1Y | -8.2% | -8.8% | +0.6% | -5.7% |
| 3Y | -29.1% | +54.1% | -83.2% | -36.3% |
| 5Y | -79.2% | +144.5% | -223.6% | -83.5% |
| 10Y | -68.1% | +569.4% | -637.5% | -80.8% |
| All | +789.7% | +11,456.8% | -10,667.0% | +148.8% |
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 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