+402.8%
VUG vs THC
+1,813.2%
-1,410.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +2.5% | +1.0% | +1.6% | +2.4% |
| 30D | -6.3% | +5.3% | -11.6% | -7.0% |
| 3M | -6.0% | +7.1% | -13.1% | -7.1% |
| 6M | -3.5% | +46.0% | -49.6% | -9.4% |
| YTD | +3.9% | +43.9% | -40.0% | -2.7% |
| 1Y | +5.1% | +45.4% | -40.3% | -1.9% |
| 3Y | +77.9% | +421.3% | -343.4% | +34.2% |
| 5Y | +62.4% | +261.5% | -199.1% | +25.7% |
| All | +402.8% | +1,813.2% | -1,410.4% | +204.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling