+139.0%
VRT vs THC
+32.5%
+106.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.3% | +5.9% | +4.2% |
| 7D | +13.6% | -2.6% | +16.2% | +14.3% |
| 30D | +6.8% | -1.2% | +7.9% | +6.9% |
| 3M | -3.2% | +58.9% | -62.1% | -19.5% |
| 6M | +20.3% | +9.3% | +11.0% | +22.2% |
| YTD | +79.6% | +30.4% | +49.2% | +62.3% |
| 1Y | +139.0% | +34.6% | +104.4% | +119.8% |
| All | +139.0% | +32.5% | +106.5% | +119.8% |
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 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