+367.1%
VT vs PH
+1,625.2%
-1,258.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +3.4% |
| 7D | -0.3% | -0.2% | -0.1% | -0.4% |
| 30D | -1.4% | -6.7% | +5.3% | +1.5% |
| 3M | -1.4% | -8.1% | +6.7% | +1.9% |
| 6M | +5.5% | +5.3% | +0.1% | +1.8% |
| YTD | +12.8% | +4.2% | +8.6% | +8.8% |
| 1Y | +15.4% | +19.3% | -3.9% | +4.0% |
| 3Y | +76.9% | +133.9% | -57.0% | +11.8% |
| 5Y | +60.4% | +197.7% | -137.3% | -12.3% |
| 10Y | +232.8% | +776.5% | -543.7% | -6.5% |
| All | +367.1% | +1,625.2% | -1,258.1% | -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