+13.8%
VRT vs PHM
+16.2%
-2.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +7.2% | -20.1% | -12.9% |
| 7D | -15.4% | +13.6% | -29.0% | -16.0% |
| 30D | -19.0% | +19.3% | -38.2% | -20.1% |
| 3M | -23.8% | +3.5% | -27.3% | -23.0% |
| 6M | -37.9% | +18.6% | -56.5% | -39.8% |
| YTD | +27.0% | +16.7% | +10.3% | +24.0% |
| 1Y | +13.8% | +14.6% | -0.8% | +12.3% |
| All | +13.8% | +16.2% | -2.4% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling