+77.7%
VUG vs THC
+413.3%
-335.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | -3.4% | +3.7% | -7.1% | -3.8% |
| 30D | -11.1% | +9.0% | -20.1% | -12.0% |
| 3M | -7.2% | +10.4% | -17.6% | -8.4% |
| 6M | -4.1% | +45.7% | -49.8% | -8.8% |
| YTD | +1.4% | +42.6% | -41.2% | -3.7% |
| 1Y | +1.9% | +38.8% | -36.8% | -3.0% |
| 3Y | +77.7% | +418.8% | -341.1% | +41.4% |
| All | +77.7% | +413.3% | -335.5% | +41.4% |
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