+905.2%
VRT vs THC
+250.3%
+654.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.1% |
| 7D | +9.1% | -0.7% | +9.8% | +9.4% |
| 30D | +0.9% | +1.3% | -0.3% | +0.3% |
| 3M | -13.4% | +64.2% | -77.6% | -29.9% |
| 6M | +11.7% | +8.3% | +3.4% | +6.5% |
| YTD | +73.2% | +33.4% | +39.9% | +51.9% |
| 1Y | +123.4% | +37.7% | +85.7% | +92.1% |
| 3Y | +606.2% | +236.8% | +369.4% | +312.5% |
| All | +905.2% | +250.3% | +654.9% | +446.6% |
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