-98.3%
THRY vs VT
+139.3%
-237.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -4.1% | -4.4% | -6.1% |
| 7D | -4.8% | -4.2% | -0.6% | -2.2% |
| 30D | -13.8% | -5.8% | -8.0% | -10.6% |
| 3M | -51.3% | -5.2% | -46.1% | -49.7% |
| 6M | -68.8% | +0.1% | -68.9% | -69.0% |
| YTD | -80.3% | +8.2% | -88.6% | -81.3% |
| 1Y | -83.5% | +10.1% | -93.6% | -84.5% |
| 3Y | -93.6% | +69.7% | -163.2% | -95.0% |
| 5Y | -96.2% | +53.4% | -149.5% | -97.0% |
| All | -98.3% | +139.3% | -237.6% | -98.6% |
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