-68.9%
VFC vs ALHC
-61.8%
-7.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.7% |
| 7D | +7.7% | +3.9% | +3.8% | +7.3% |
| 30D | +39.2% | -3.6% | +42.8% | +39.6% |
| 3M | +40.3% | -49.4% | +89.7% | +49.4% |
| 6M | +11.4% | -59.5% | +70.8% | +20.0% |
| YTD | +17.5% | -63.2% | +80.7% | +27.2% |
| 1Y | +45.9% | -55.5% | +101.3% | +54.6% |
| 3Y | +47.3% | +23.0% | +24.3% | +29.4% |
| 5Y | -67.2% | -65.7% | -1.5% | -68.9% |
| All | -68.9% | -61.8% | -7.0% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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