-48.2%
VFC vs THC
+1,861.3%
-1,909.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +3.5% | +8.8% | -5.3% | +1.1% |
| 30D | +38.3% | +10.0% | +28.2% | +34.7% |
| 3M | +40.2% | +11.7% | +28.5% | +35.8% |
| 6M | +10.6% | +52.5% | -41.8% | -2.1% |
| YTD | +16.7% | +46.1% | -29.3% | +3.6% |
| 1Y | +45.0% | +49.1% | -4.1% | +27.7% |
| 3Y | +48.8% | +439.6% | -390.8% | -5.9% |
| 5Y | -67.6% | +263.2% | -330.7% | -78.4% |
| All | -48.2% | +1,861.3% | -1,909.5% | -75.3% |
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 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