+297.8%
VTI vs PHM
+568.1%
-270.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.4% |
| 7D | -0.9% | -5.0% | +4.1% | +0.5% |
| 30D | -1.4% | -8.4% | +7.0% | +1.0% |
| 3M | +3.6% | -4.4% | +8.0% | +4.4% |
| 6M | +13.6% | -3.7% | +17.3% | +13.9% |
| YTD | +12.9% | +1.3% | +11.6% | +11.1% |
| 1Y | +17.2% | -14.0% | +31.3% | +20.6% |
| 3Y | +75.7% | +48.1% | +27.6% | +48.3% |
| 5Y | +75.4% | +158.8% | -83.3% | +20.6% |
| All | +297.8% | +568.1% | -270.4% | +107.2% |
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