+619.5%
VRT vs THC
+238.5%
+381.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.2% |
| 7D | +9.1% | -0.7% | +9.8% | +9.4% |
| 30D | +0.9% | +1.3% | -0.3% | +0.4% |
| 3M | -13.4% | +64.2% | -77.6% | -28.9% |
| 6M | +11.7% | +8.3% | +3.4% | +8.0% |
| YTD | +73.2% | +33.4% | +39.9% | +53.9% |
| 1Y | +123.4% | +37.7% | +85.7% | +94.8% |
| All | +619.5% | +238.5% | +381.1% | +374.8% |
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 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