+2,826.7%
VRT vs PH
+580.2%
+2,246.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +4.2% |
| 7D | +13.6% | +0.4% | +13.2% | +13.3% |
| 30D | +6.8% | -10.8% | +17.6% | +16.2% |
| 3M | -3.2% | +8.5% | -11.7% | -8.4% |
| 6M | +20.3% | +3.9% | +16.4% | +17.5% |
| YTD | +79.6% | +9.4% | +70.2% | +68.9% |
| 1Y | +139.0% | +26.8% | +112.2% | +101.1% |
| 3Y | +644.6% | +140.8% | +503.8% | +321.8% |
| 5Y | +1,024.4% | +253.8% | +770.6% | +411.6% |
| All | +2,826.7% | +580.2% | +2,246.5% | +797.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling