+377.4%
VT vs PHM
+1,246.4%
-869.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.4% | -3.2% | +3.6% | +1.3% |
| 30D | +1.0% | -6.4% | +7.4% | +2.7% |
| 3M | +2.4% | +5.5% | -3.1% | +0.4% |
| 6M | +12.0% | -5.4% | +17.5% | +12.9% |
| YTD | +15.3% | +6.6% | +8.8% | +12.2% |
| 1Y | +22.6% | -8.8% | +31.4% | +24.0% |
| 3Y | +74.7% | +54.1% | +20.6% | +48.5% |
| 5Y | +66.1% | +144.5% | -78.3% | +20.9% |
| 10Y | +225.0% | +569.4% | -344.4% | +66.3% |
| All | +377.4% | +1,246.4% | -869.0% | +67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling