+107.2%
VICR vs ALHC
-33.0%
+140.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.8% |
| 7D | -0.4% | -5.8% | +5.4% | +0.6% |
| 30D | -15.6% | -3.3% | -12.2% | -15.1% |
| 3M | -35.4% | -37.9% | +2.6% | -31.1% |
| 6M | +1.3% | -29.5% | +30.8% | +4.5% |
| YTD | +62.5% | -35.4% | +97.8% | +69.9% |
| 1Y | +255.5% | -22.4% | +277.9% | +259.7% |
| 3Y | +182.0% | +146.3% | +35.7% | +105.0% |
| 5Y | +42.9% | -32.0% | +74.9% | +20.2% |
| All | +107.2% | -33.0% | +140.2% | +63.4% |
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