+262.4%
VST vs PHM
+64.3%
+198.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.0% | +12.5% | +10.9% |
| 7D | -9.8% | +6.2% | -16.0% | -11.3% |
| 30D | -25.1% | +17.9% | -43.1% | -28.3% |
| 3M | -11.6% | +2.5% | -14.1% | -12.4% |
| 6M | -20.9% | +10.8% | -31.7% | -23.7% |
| YTD | -22.3% | +13.7% | -36.0% | -25.6% |
| 1Y | -32.0% | +12.4% | -44.4% | -34.8% |
| 3Y | +262.4% | +65.6% | +196.7% | +200.6% |
| All | +262.4% | +64.3% | +198.0% | +200.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling