-57.6%
ALHC vs VT
+75.5%
-133.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.1% |
| 7D | +1.0% | -2.3% | +3.3% | +3.4% |
| 30D | -14.2% | -5.0% | -9.2% | -9.9% |
| 3M | -45.1% | -4.9% | -40.3% | -42.3% |
| 6M | -59.5% | -1.5% | -58.0% | -59.1% |
| YTD | -62.8% | +8.5% | -71.3% | -65.8% |
| 1Y | -55.5% | +11.4% | -66.9% | -60.1% |
| 3Y | +25.7% | +70.1% | -44.4% | -32.1% |
| 5Y | -66.8% | +53.7% | -120.5% | -78.4% |
| All | -57.6% | +75.5% | -133.1% | -78.1% |
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