+213.7%
VT vs PHM
+700.3%
-486.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.8% |
| 7D | -2.3% | +6.2% | -8.5% | -4.0% |
| 30D | -5.0% | +17.9% | -22.9% | -9.3% |
| 3M | -4.9% | +2.5% | -7.4% | -5.9% |
| 6M | -1.5% | +10.8% | -12.3% | -5.0% |
| YTD | +8.5% | +13.7% | -5.2% | +3.3% |
| 1Y | +11.4% | +12.4% | -1.0% | +6.3% |
| 3Y | +70.1% | +65.6% | +4.4% | +41.0% |
| 5Y | +53.7% | +175.3% | -121.6% | +6.5% |
| All | +213.7% | +700.3% | -486.6% | +63.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling