+647.0%
VRT vs PHM
+180.8%
+466.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.6% | +7.1% | +8.6% |
| 7D | -10.6% | +3.5% | -14.1% | -12.3% |
| 30D | -17.4% | +21.2% | -38.6% | -25.0% |
| 3M | -26.4% | +2.5% | -28.9% | -28.1% |
| 6M | -41.0% | +16.1% | -57.1% | -46.4% |
| YTD | +23.8% | +16.6% | +7.2% | +11.4% |
| 1Y | +11.6% | +14.4% | -2.8% | +1.1% |
| 3Y | +403.5% | +71.9% | +331.6% | +217.2% |
| 5Y | +647.0% | +174.3% | +472.7% | +206.2% |
| All | +647.0% | +180.8% | +466.2% | +206.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling