+377.4%
VT vs PH
+1,724.5%
-1,347.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +0.4% | -3.1% | +3.5% | +1.9% |
| 30D | +1.0% | -3.2% | +4.2% | +2.2% |
| 3M | +2.4% | +10.6% | -8.2% | -2.9% |
| 6M | +12.0% | -2.1% | +14.1% | +12.0% |
| YTD | +15.3% | +10.2% | +5.1% | +8.8% |
| 1Y | +22.6% | +28.2% | -5.6% | +7.0% |
| 3Y | +74.7% | +134.9% | -60.2% | +10.2% |
| 5Y | +66.1% | +253.6% | -187.5% | -16.4% |
| 10Y | +225.0% | +804.7% | -579.7% | -9.6% |
| All | +377.4% | +1,724.5% | -1,347.1% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 all: compounded portfolio wealth divided by compounded PH 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…
all analysis · Full analysis span regression · 6 months rolling