+32.7%
VFC vs THC
+44.8%
-12.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.5% |
| 7D | -1.4% | +0.1% | -1.6% | -1.4% |
| 30D | +24.6% | +7.5% | +17.2% | +22.7% |
| 3M | +38.4% | +7.5% | +30.9% | +36.2% |
| 6M | +15.3% | +46.4% | -31.2% | +7.3% |
| YTD | +12.7% | +44.4% | -31.6% | +6.2% |
| 1Y | +32.7% | +43.4% | -10.8% | +25.0% |
| All | +32.7% | +44.8% | -12.1% | +25.0% |
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 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