-34.9%
VST vs PHM
+16.2%
-51.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +7.2% | -21.0% | -14.3% |
| 7D | -15.7% | +13.6% | -29.3% | -17.2% |
| 30D | -17.0% | +19.3% | -36.3% | -19.4% |
| 3M | -15.9% | +3.5% | -19.4% | -15.5% |
| 6M | -25.0% | +18.6% | -43.6% | -28.7% |
| YTD | -25.1% | +16.7% | -41.8% | -27.3% |
| 1Y | -34.9% | +14.6% | -49.5% | -36.7% |
| All | -34.9% | +16.2% | -51.1% | -36.7% |
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