+1,855.0%
VRT vs PH
+586.8%
+1,268.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -4.0% | -3.8% |
| 7D | -17.7% | +2.1% | -19.8% | -18.5% |
| 30D | -20.0% | +0.3% | -20.3% | -19.5% |
| 3M | -28.1% | -8.8% | -19.3% | -22.2% |
| 6M | -42.8% | +10.0% | -52.9% | -46.1% |
| YTD | +20.0% | +10.5% | +9.5% | +13.2% |
| 1Y | +3.5% | +15.5% | -12.0% | -5.3% |
| 3Y | +366.1% | +136.4% | +229.8% | +170.2% |
| 5Y | +632.2% | +213.6% | +418.6% | +256.4% |
| All | +1,855.0% | +586.8% | +1,268.2% | +501.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling