+28.9%
VCIT vs THC
+1,421.6%
-1,392.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.1% |
| 7D | +0.1% | +3.7% | -3.6% | 0.0% |
| 30D | +1.9% | +9.0% | -7.1% | +1.7% |
| 3M | -1.4% | +10.4% | -11.8% | -1.7% |
| 6M | -2.1% | +45.7% | -47.8% | -3.0% |
| YTD | -1.6% | +42.6% | -44.2% | -2.6% |
| 1Y | -0.9% | +38.8% | -39.7% | -1.8% |
| 3Y | +20.0% | +418.8% | -398.9% | +15.2% |
| 5Y | +3.1% | +275.7% | -272.5% | -1.0% |
| All | +28.9% | +1,421.6% | -1,392.7% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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