+180.0%
VGT vs ALHC
-31.6%
+211.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.1% |
| 7D | +1.5% | -4.1% | +5.6% | +1.8% |
| 30D | +0.5% | -5.4% | +6.0% | +0.9% |
| 3M | +5.3% | -32.1% | +37.4% | +7.5% |
| 6M | +32.4% | -28.5% | +60.9% | +33.9% |
| YTD | +28.6% | -34.0% | +62.6% | +30.6% |
| 1Y | +37.6% | -20.9% | +58.6% | +37.5% |
| 3Y | +125.5% | +151.5% | -26.1% | +90.7% |
| 5Y | +135.2% | -28.8% | +164.0% | +115.6% |
| All | +180.0% | -31.6% | +211.6% | +150.8% |
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