+1,024.4%
VRT vs PHM
+152.9%
+871.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.5% | +7.2% | +5.3% |
| 7D | +13.6% | -2.5% | +16.1% | +14.8% |
| 30D | +6.8% | -9.7% | +16.4% | +11.4% |
| 3M | -3.2% | +2.2% | -5.4% | -5.7% |
| 6M | +20.3% | -5.7% | +26.0% | +21.6% |
| YTD | +79.6% | +2.8% | +76.8% | +72.6% |
| 1Y | +139.0% | -14.4% | +153.4% | +150.0% |
| 3Y | +644.6% | +52.2% | +592.4% | +399.7% |
| 5Y | +1,024.4% | +154.3% | +870.1% | +381.4% |
| All | +1,024.4% | +152.9% | +871.5% | +381.4% |
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