-48.5%
VFC vs THC
+1,879.5%
-1,928.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | +30.7% | +9.0% | +21.7% | +27.6% |
| 3M | +40.6% | +12.9% | +27.7% | +35.9% |
| 6M | +16.5% | +52.8% | -36.4% | +3.0% |
| YTD | +16.2% | +47.4% | -31.3% | +2.8% |
| 1Y | +42.4% | +47.7% | -5.3% | +25.7% |
| 3Y | +48.1% | +444.7% | -396.6% | -6.6% |
| 5Y | -67.8% | +269.3% | -337.1% | -78.6% |
| 10Y | -48.5% | +1,913.5% | -1,962.0% | -75.5% |
| All | -48.5% | +1,879.5% | -1,928.0% | -75.5% |
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