-67.9%
VFC vs THC
+274.4%
-342.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.6% |
| 7D | +11.2% | +3.7% | +7.5% | +9.5% |
| 30D | +41.5% | +9.0% | +32.5% | +36.7% |
| 3M | +38.9% | +10.4% | +28.5% | +33.2% |
| 6M | +6.1% | +45.7% | -39.5% | -9.7% |
| YTD | +14.5% | +42.6% | -28.0% | -3.2% |
| 1Y | +46.0% | +38.8% | +7.2% | +24.2% |
| 3Y | +36.4% | +418.8% | -382.4% | -31.3% |
| All | -67.9% | +274.4% | -342.2% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling