+361.8%
VRT vs THC
+413.3%
-51.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.8% |
| 7D | -21.4% | +3.7% | -25.0% | -22.5% |
| 30D | -25.8% | +9.0% | -34.9% | -28.2% |
| 3M | -33.5% | +10.4% | -43.9% | -36.1% |
| 6M | -49.0% | +45.7% | -94.7% | -56.3% |
| YTD | +12.9% | +42.6% | -29.6% | -2.7% |
| 1Y | 0.0% | +38.8% | -38.7% | -13.3% |
| 3Y | +361.8% | +418.8% | -57.0% | +154.3% |
| All | +361.8% | +413.3% | -51.5% | +154.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling