+85.1%
VICR vs ALHC
-61.4%
+146.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.6% | -3.2% |
| 7D | +8.3% | +0.3% | +8.0% | +8.2% |
| 30D | -35.2% | -10.6% | -24.6% | -34.2% |
| 3M | -29.8% | -45.3% | +15.5% | -24.3% |
| 6M | -48.6% | -59.7% | +11.1% | -42.8% |
| YTD | +45.1% | -62.7% | +107.9% | +62.5% |
| 1Y | +79.6% | -56.1% | +135.7% | +95.5% |
| 3Y | +335.4% | +21.3% | +314.1% | +255.8% |
| 5Y | -1.0% | -66.0% | +65.0% | -8.6% |
| All | +85.1% | -61.4% | +146.5% | +56.3% |
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