+32.0%
THD vs VT
+224.5%
-192.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.4% | +0.4% |
| 7D | +1.5% | +0.4% | +1.1% | +1.2% |
| 30D | +0.9% | +1.0% | -0.1% | +0.1% |
| 3M | +0.2% | +2.4% | -2.2% | -1.7% |
| 6M | +11.6% | +12.0% | -0.4% | +1.9% |
| YTD | +25.9% | +15.3% | +10.6% | +12.1% |
| 1Y | +30.5% | +22.6% | +7.9% | +10.4% |
| 3Y | +18.1% | +74.7% | -56.5% | -25.5% |
| 5Y | +7.9% | +66.1% | -58.3% | -29.7% |
| All | +32.0% | +224.5% | -192.5% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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