+56.2%
VFC vs ALHC
+22.7%
+33.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.9% | +5.1% | +3.4% |
| 7D | +1.6% | +0.3% | +1.3% | +1.6% |
| 30D | +25.5% | -10.6% | +36.1% | +26.5% |
| 3M | +41.3% | -45.3% | +86.6% | +48.1% |
| 6M | +22.2% | -59.7% | +81.9% | +30.4% |
| YTD | +16.4% | -62.7% | +79.1% | +24.3% |
| 1Y | +38.4% | -56.1% | +94.5% | +45.6% |
| 3Y | +56.2% | +21.3% | +35.0% | +32.3% |
| All | +56.2% | +22.7% | +33.6% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling