-46.1%
VFC vs THC
+1,325.8%
-1,371.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.1% |
| 7D | +7.7% | +7.5% | +0.2% | +5.6% |
| 30D | +39.2% | +9.6% | +29.6% | +35.8% |
| 3M | +40.3% | +10.3% | +30.0% | +36.4% |
| 6M | +11.4% | +51.8% | -40.4% | -1.3% |
| YTD | +17.5% | +45.4% | -27.9% | +4.4% |
| 1Y | +45.9% | +40.8% | +5.1% | +30.4% |
| 3Y | +47.3% | +448.8% | -401.5% | -7.1% |
| 5Y | -67.2% | +263.4% | -330.6% | -78.1% |
| 10Y | -46.1% | +1,800.1% | -1,846.2% | -74.0% |
| All | -46.1% | +1,325.8% | -1,371.8% | -74.0% |
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