+715.8%
VTV vs PHM
+576.5%
+139.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -0.7% | -3.9% | +3.2% | +0.3% |
| 30D | -0.5% | -8.6% | +8.1% | +1.7% |
| 3M | +5.3% | -2.9% | +8.2% | +5.7% |
| 6M | +12.9% | -5.7% | +18.6% | +13.8% |
| YTD | +18.5% | +1.9% | +16.6% | +16.8% |
| 1Y | +25.3% | -12.3% | +37.6% | +27.9% |
| 3Y | +68.2% | +50.8% | +17.4% | +46.5% |
| 5Y | +80.6% | +157.3% | -76.7% | +33.9% |
| 10Y | +232.9% | +566.5% | -333.6% | +82.8% |
| All | +715.8% | +576.5% | +139.3% | +233.0% |
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