-80.1%
VFC vs ALHC
-28.9%
-51.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -1.6% | -0.6% | -1.0% | -1.6% |
| 30D | -11.6% | -1.0% | -10.6% | -11.6% |
| 3M | -18.1% | -10.2% | -7.9% | -18.0% |
| 6M | -27.4% | -28.3% | +0.9% | -25.9% |
| YTD | -24.8% | -31.4% | +6.6% | -23.1% |
| 1Y | -8.2% | -16.9% | +8.7% | -8.2% |
| 3Y | -29.1% | +135.5% | -164.6% | -41.8% |
| 5Y | -79.2% | -33.6% | -45.5% | -81.4% |
| All | -80.1% | -28.9% | -51.2% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling