-68.8%
VFC vs THC
+952.2%
-1,021.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.3% |
| 7D | +0.8% | -2.6% | +3.4% | +1.5% |
| 30D | -11.9% | -1.2% | -10.8% | -11.7% |
| 3M | -20.2% | +58.9% | -79.1% | -29.6% |
| 6M | -23.0% | +9.3% | -32.3% | -25.4% |
| YTD | -26.2% | +30.4% | -56.6% | -32.2% |
| 1Y | -13.3% | +34.6% | -47.9% | -21.1% |
| 3Y | -25.5% | +246.7% | -272.1% | -46.8% |
| 5Y | -78.1% | +244.5% | -322.7% | -84.9% |
| 10Y | -68.8% | +950.1% | -1,018.9% | -83.8% |
| All | -68.8% | +952.2% | -1,021.0% | -83.8% |
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