-45.6%
ACHC vs VT
+224.5%
-270.1%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -1.5% | +0.4% | -1.9% | -2.0% |
| 30D | -12.7% | +1.0% | -13.7% | -13.6% |
| 3M | +11.6% | +2.4% | +9.2% | +9.3% |
| 6M | +16.9% | +12.0% | +4.9% | +2.9% |
| YTD | +98.2% | +15.3% | +82.9% | +67.8% |
| 1Y | +18.9% | +22.6% | -3.6% | -6.2% |
| 3Y | -63.7% | +74.7% | -138.4% | -81.5% |
| 5Y | -58.7% | +66.1% | -124.9% | -77.7% |
| All | -45.6% | +224.5% | -270.1% | -86.6% |
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