+1,205.2%
VST vs PHM
+746.3%
+458.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.6% | +4.7% | +6.6% |
| 7D | -0.5% | +3.5% | -4.0% | -1.9% |
| 30D | -17.1% | +21.2% | -38.3% | -22.1% |
| 3M | -4.6% | +2.5% | -7.1% | -6.1% |
| 6M | -9.1% | +16.1% | -25.2% | -14.2% |
| YTD | -16.6% | +16.6% | -33.3% | -21.6% |
| 1Y | -29.5% | +14.4% | -43.9% | -33.5% |
| 3Y | +297.5% | +71.9% | +225.7% | +222.1% |
| 5Y | +654.5% | +174.3% | +480.2% | +410.0% |
| 10Y | +1,205.2% | +744.0% | +461.2% | +547.2% |
| All | +1,205.2% | +746.3% | +458.9% | +547.2% |
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