-17.8%
ACHC vs VT
+228.2%
-246.0%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.7% | +7.2% | +6.9% |
| 7D | +9.3% | -0.3% | +9.6% | +9.7% |
| 30D | +11.7% | -1.4% | +13.1% | +13.5% |
| 3M | +1.8% | -1.4% | +3.2% | +3.5% |
| 6M | +16.5% | +5.5% | +11.0% | +10.0% |
| YTD | +127.3% | +12.8% | +114.4% | +97.0% |
| 1Y | +56.1% | +15.4% | +40.7% | +31.8% |
| 3Y | -55.4% | +76.9% | -132.2% | -77.7% |
| 5Y | -48.3% | +60.4% | -108.7% | -70.8% |
| All | -17.8% | +228.2% | -246.0% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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