+1,179.1%
VST vs PHM
+669.9%
+509.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.3% |
| 7D | +19.2% | -6.1% | +25.3% | +21.2% |
| 30D | -17.2% | +13.7% | -30.9% | -20.9% |
| 3M | -8.1% | -1.5% | -6.6% | -8.6% |
| 6M | -8.1% | +11.3% | -19.4% | -12.3% |
| YTD | -16.3% | +8.9% | -25.2% | -19.8% |
| 1Y | -24.1% | +6.1% | -30.2% | -26.9% |
| 3Y | +300.2% | +57.7% | +242.5% | +231.9% |
| 5Y | +645.9% | +159.0% | +487.0% | +411.1% |
| All | +1,179.1% | +669.9% | +509.2% | +530.3% |
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