-20.9%
VST vs PHM
-6.9%
-13.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +8.9% | -3.2% | +12.1% | +9.5% |
| 30D | +6.2% | -6.4% | +12.6% | +7.3% |
| 3M | -2.7% | +5.5% | -8.2% | -4.6% |
| 6M | -8.4% | -5.4% | -2.9% | -9.4% |
| YTD | -7.2% | +6.6% | -13.8% | -7.1% |
| 1Y | -20.9% | -8.8% | -12.1% | -25.6% |
| All | -20.9% | -6.9% | -13.9% | -25.6% |
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