+123.4%
VRT vs PH
+30.5%
+92.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.5% |
| 7D | +9.1% | -3.1% | +12.2% | +12.0% |
| 30D | +0.9% | -3.2% | +4.2% | +3.2% |
| 3M | -13.4% | +10.6% | -24.0% | -19.3% |
| 6M | +11.7% | -2.1% | +13.8% | +13.2% |
| YTD | +73.2% | +10.2% | +63.0% | +64.3% |
| 1Y | +123.4% | +28.2% | +95.2% | +102.4% |
| All | +123.4% | +30.5% | +92.9% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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