+13.8%
VRT vs THC
+46.1%
-32.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +9.6% | -22.5% | -14.7% |
| 7D | -15.4% | +8.8% | -24.2% | -17.0% |
| 30D | -19.0% | +12.6% | -31.6% | -21.2% |
| 3M | -23.8% | +15.4% | -39.2% | -26.6% |
| 6M | -37.9% | +57.7% | -95.5% | -47.3% |
| YTD | +27.0% | +47.1% | -20.1% | +9.2% |
| 1Y | +13.8% | +40.7% | -26.9% | -0.9% |
| All | +13.8% | +46.1% | -32.3% | -0.9% |
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