+1,142.3%
VST vs PHM
+677.6%
+464.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +2.0% |
| 7D | +10.9% | -4.8% | +15.7% | +12.4% |
| 30D | -15.6% | +16.5% | -32.1% | -19.9% |
| 3M | -7.8% | -2.0% | -5.8% | -8.1% |
| 6M | -12.0% | +12.7% | -24.6% | -16.2% |
| YTD | -16.9% | +11.2% | -28.1% | -20.8% |
| 1Y | -25.1% | +7.7% | -32.8% | -28.2% |
| 3Y | +297.1% | +60.9% | +236.2% | +227.6% |
| 5Y | +641.9% | +167.7% | +474.2% | +403.8% |
| 10Y | +1,142.3% | +692.1% | +450.2% | +516.9% |
| All | +1,142.3% | +677.6% | +464.6% | +516.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling