+183.2%
THQ vs VT
+214.8%
-31.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | +1.9% |
| 7D | +0.1% | -4.2% | +4.3% | +3.6% |
| 30D | +7.9% | -5.8% | +13.7% | +13.2% |
| 3M | +1.9% | -5.2% | +7.2% | +6.5% |
| 6M | +8.3% | +0.1% | +8.2% | +7.5% |
| YTD | +7.7% | +8.2% | -0.5% | -0.2% |
| 1Y | +18.9% | +10.1% | +8.8% | +8.6% |
| 3Y | +58.1% | +69.7% | -11.6% | -1.4% |
| 5Y | +21.5% | +53.4% | -31.9% | -17.6% |
| All | +183.2% | +214.8% | -31.6% | +1.1% |
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