+162.3%
THQ vs VT
+226.4%
-64.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +2.3% |
| 7D | +2.8% | -0.3% | +3.1% | +3.1% |
| 30D | +8.1% | -1.4% | +9.6% | +9.4% |
| 3M | +4.2% | -1.4% | +5.6% | +5.4% |
| 6M | +10.4% | +5.5% | +4.9% | +5.1% |
| YTD | +9.3% | +12.8% | -3.5% | -1.9% |
| 1Y | +19.9% | +15.4% | +4.5% | +5.6% |
| 3Y | +60.4% | +76.9% | -16.4% | -2.5% |
| 5Y | +22.6% | +60.4% | -37.8% | -19.4% |
| 10Y | +192.8% | +232.8% | -40.0% | +2.4% |
| All | +162.3% | +226.4% | -64.2% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling