+1,978.7%
VRT vs THC
+689.9%
+1,288.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +6.1% |
| 7D | +0.5% | +0.2% | +0.2% | +0.5% |
| 30D | -13.7% | +9.0% | -22.7% | -16.1% |
| 3M | -26.7% | +12.9% | -39.6% | -29.5% |
| 6M | -43.8% | +52.8% | -96.7% | -51.1% |
| YTD | +27.6% | +47.4% | -19.9% | +12.2% |
| 1Y | +15.5% | +47.7% | -32.3% | +1.5% |
| 3Y | +395.6% | +444.7% | -49.1% | +201.3% |
| 5Y | +677.3% | +269.3% | +408.1% | +402.6% |
| All | +1,978.7% | +689.9% | +1,288.8% | +769.1% |
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