-22.0%
VST vs PHM
+7.4%
-29.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +6.6% | -4.1% | +10.7% | +6.9% |
| 30D | -12.4% | +16.1% | -28.5% | -15.3% |
| 3M | -9.0% | -2.5% | -6.5% | -8.3% |
| 6M | -6.4% | +12.9% | -19.4% | -11.1% |
| YTD | -17.2% | +9.0% | -26.2% | -19.0% |
| 1Y | -22.0% | +8.2% | -30.2% | -23.5% |
| All | -22.0% | +7.4% | -29.4% | -23.5% |
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