-93.1%
THRY vs VT
+66.2%
-159.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.4% | +8.4% |
| 7D | +9.5% | +0.4% | +9.0% | +9.0% |
| 30D | -14.9% | +1.0% | -15.9% | -15.8% |
| 3M | -45.3% | +2.4% | -47.6% | -47.4% |
| 6M | -34.8% | +12.0% | -46.8% | -44.4% |
| YTD | -65.6% | +15.3% | -81.0% | -71.7% |
| 1Y | -83.2% | +22.6% | -105.8% | -87.1% |
| 3Y | -89.8% | +74.7% | -164.5% | -94.6% |
| All | -93.1% | +66.2% | -159.3% | -96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling