+158.3%
VEA vs THC
+1,135.0%
-976.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +2.3% | +1.0% | +1.3% | +2.1% |
| 30D | +0.2% | +5.3% | -5.1% | -0.6% |
| 3M | -5.3% | +7.1% | -12.4% | -6.4% |
| 6M | -0.9% | +46.0% | -47.0% | -6.9% |
| YTD | +12.2% | +43.9% | -31.7% | +5.2% |
| 1Y | +16.1% | +45.4% | -29.3% | +8.5% |
| 3Y | +73.0% | +421.3% | -348.3% | +31.1% |
| 5Y | +53.7% | +261.5% | -207.8% | +19.2% |
| 10Y | +159.3% | +1,865.8% | -1,706.5% | +37.1% |
| All | +158.3% | +1,135.0% | -976.7% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling