+2,723.0%
VRT vs PHM
+376.8%
+2,346.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.2% | +4.3% |
| 7D | +9.1% | -3.2% | +12.3% | +10.6% |
| 30D | +0.9% | -6.4% | +7.4% | +3.5% |
| 3M | -13.4% | +5.5% | -18.9% | -16.3% |
| 6M | +11.7% | -5.4% | +17.1% | +12.9% |
| YTD | +73.2% | +6.6% | +66.6% | +65.2% |
| 1Y | +123.4% | -8.8% | +132.3% | +126.3% |
| 3Y | +606.2% | +54.1% | +552.0% | +429.9% |
| 5Y | +899.9% | +144.5% | +755.4% | +487.2% |
| All | +2,723.0% | +376.8% | +2,346.2% | +1,121.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling