+654.4%
VRT vs THC
+258.4%
+396.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | +10.5% | +1.0% | +9.6% | +10.2% |
| 30D | -9.3% | +5.3% | -14.6% | -11.4% |
| 3M | -29.6% | +7.1% | -36.7% | -31.9% |
| 6M | -45.4% | +46.0% | -91.4% | -53.9% |
| YTD | +24.8% | +43.9% | -19.1% | +5.7% |
| 1Y | +23.6% | +45.4% | -21.8% | +4.1% |
| 3Y | +379.7% | +421.3% | -41.6% | +135.1% |
| All | +654.4% | +258.4% | +396.0% | +318.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling