+567.3%
VRT vs THC
+274.4%
+292.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.8% |
| 7D | -21.4% | +3.7% | -25.0% | -22.8% |
| 30D | -25.8% | +9.0% | -34.9% | -28.5% |
| 3M | -33.5% | +10.4% | -43.9% | -36.4% |
| 6M | -49.0% | +45.7% | -94.7% | -57.0% |
| YTD | +12.9% | +42.6% | -29.6% | -4.0% |
| 1Y | 0.0% | +38.8% | -38.7% | -14.4% |
| 3Y | +361.8% | +418.8% | -57.0% | +128.2% |
| All | +567.3% | +274.4% | +292.9% | +264.3% |
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