+54.4%
VMC vs ALHC
-33.5%
+87.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +0.9% |
| 7D | -4.3% | -0.6% | -3.7% | -4.3% |
| 30D | -8.2% | -1.0% | -7.2% | -8.2% |
| 3M | -7.0% | -10.2% | +3.1% | -7.0% |
| 6M | -10.8% | -28.3% | +17.5% | -9.5% |
| YTD | -7.4% | -31.4% | +24.1% | -5.9% |
| 1Y | -9.5% | -16.9% | +7.4% | -9.6% |
| 3Y | +20.5% | +135.5% | -115.0% | +5.3% |
| All | +54.4% | -33.5% | +87.9% | +35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling