+219.8%
VT vs PHM
+746.3%
-526.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | 0.0% | +1.9% |
| 7D | +0.4% | +3.5% | -3.1% | -0.6% |
| 30D | -2.6% | +21.2% | -23.8% | -7.7% |
| 3M | -3.2% | +2.5% | -5.7% | -4.2% |
| 6M | +0.9% | +16.1% | -15.1% | -3.9% |
| YTD | +11.3% | +16.6% | -5.3% | +5.3% |
| 1Y | +14.0% | +14.4% | -0.4% | +8.3% |
| 3Y | +75.8% | +71.9% | +4.0% | +44.3% |
| 5Y | +57.8% | +174.3% | -116.5% | +9.5% |
| 10Y | +219.8% | +744.0% | -524.2% | +63.9% |
| All | +219.8% | +746.3% | -526.5% | +63.9% |
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