+6.8%
VRT vs THC
+50.5%
-43.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.0% | +7.6% | +9.2% |
| 7D | -10.6% | +7.5% | -18.1% | -12.1% |
| 30D | -17.4% | +9.6% | -27.0% | -19.3% |
| 3M | -26.4% | +10.3% | -36.6% | -28.3% |
| 6M | -41.0% | +51.8% | -92.8% | -49.3% |
| YTD | +23.8% | +45.4% | -21.6% | +5.7% |
| All | +6.8% | +50.5% | -43.7% | -10.1% |
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 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