+173.7%
VEA vs THC
+1,044.4%
-870.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | +1.0% | -0.7% | +1.6% | +1.0% |
| 30D | +1.9% | +1.3% | +0.7% | +1.7% |
| 3M | +3.2% | +64.2% | -61.0% | -4.5% |
| 6M | +10.2% | +8.3% | +2.0% | +8.2% |
| YTD | +18.9% | +33.4% | -14.5% | +12.8% |
| 1Y | +29.3% | +37.7% | -8.3% | +21.8% |
| 3Y | +76.8% | +236.8% | -160.0% | +42.7% |
| 5Y | +61.2% | +249.3% | -188.0% | +25.5% |
| 10Y | +163.3% | +995.2% | -831.9% | +51.2% |
| All | +173.7% | +1,044.4% | -870.7% | +22.6% |
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