+329.3%
VWO vs THC
+507.9%
-178.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | +1.1% | -0.7% | +1.7% | +1.2% |
| 30D | +2.4% | +1.3% | +1.1% | +2.1% |
| 3M | +2.0% | +64.2% | -62.3% | -6.2% |
| 6M | +10.7% | +8.3% | +2.4% | +8.4% |
| YTD | +14.4% | +33.4% | -19.0% | +8.1% |
| 1Y | +22.7% | +37.7% | -15.0% | +15.0% |
| 3Y | +64.2% | +236.8% | -172.6% | +30.0% |
| 5Y | +35.8% | +249.3% | -213.5% | +3.0% |
| 10Y | +114.7% | +995.2% | -880.5% | +13.8% |
| All | +329.3% | +507.9% | -178.6% | +85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling