-8.2%
VFC vs THC
+40.9%
-49.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | -1.6% | -0.7% | -1.0% | -1.5% |
| 30D | -11.6% | +1.3% | -12.9% | -11.9% |
| 3M | -18.1% | +64.2% | -82.4% | -26.9% |
| 6M | -27.4% | +8.3% | -35.6% | -29.3% |
| YTD | -24.8% | +33.4% | -58.2% | -29.8% |
| 1Y | -8.2% | +37.7% | -45.9% | -12.4% |
| All | -8.2% | +40.9% | -49.1% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling