+320.9%
THG vs VT
+214.8%
+106.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +2.6% |
| 7D | +6.0% | -4.2% | +10.2% | +9.1% |
| 30D | +13.3% | -5.8% | +19.1% | +17.8% |
| 3M | +9.2% | -5.2% | +14.5% | +13.0% |
| 6M | +36.2% | +0.1% | +36.1% | +34.5% |
| YTD | +38.4% | +8.2% | +30.1% | +28.3% |
| 1Y | +44.4% | +10.1% | +34.3% | +32.0% |
| 3Y | +128.5% | +69.7% | +58.9% | +46.4% |
| 5Y | +122.7% | +53.4% | +69.4% | +53.9% |
| All | +320.9% | +214.8% | +106.1% | +64.2% |
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