+641.9%
VST vs PHM
+166.4%
+475.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.6% | +1.9% |
| 7D | +10.9% | -4.8% | +15.7% | +12.1% |
| 30D | -15.6% | +16.5% | -32.1% | -19.3% |
| 3M | -7.8% | -2.0% | -5.8% | -7.9% |
| 6M | -12.0% | +12.7% | -24.6% | -15.7% |
| YTD | -16.9% | +11.2% | -28.1% | -20.2% |
| 1Y | -25.1% | +7.7% | -32.8% | -27.7% |
| 3Y | +297.1% | +60.9% | +236.2% | +234.8% |
| 5Y | +641.9% | +167.7% | +474.2% | +410.0% |
| All | +641.9% | +166.4% | +475.5% | +410.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling