+1,934.0%
VRT vs PHM
+387.7%
+1,546.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +10.5% | -4.1% | +14.6% | +12.4% |
| 30D | -9.3% | +16.1% | -25.5% | -16.0% |
| 3M | -29.6% | -2.5% | -27.1% | -30.0% |
| 6M | -45.4% | +12.9% | -58.3% | -49.6% |
| YTD | +24.8% | +9.0% | +15.8% | +16.3% |
| 1Y | +23.6% | +8.2% | +15.4% | +15.2% |
| 3Y | +379.7% | +58.4% | +321.2% | +251.5% |
| 5Y | +660.3% | +159.2% | +501.2% | +330.4% |
| All | +1,934.0% | +387.7% | +1,546.3% | +760.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling