+1,399.3%
VRT vs ALHC
-29.3%
+1,428.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.7% |
| 7D | +13.6% | -1.0% | +14.6% | +13.7% |
| 30D | +6.8% | -6.3% | +13.1% | +7.5% |
| 3M | -3.2% | -12.3% | +9.1% | -3.6% |
| 6M | +20.3% | -27.0% | +47.3% | +21.8% |
| YTD | +79.6% | -31.8% | +111.4% | +83.1% |
| 1Y | +139.0% | -17.0% | +156.0% | +136.3% |
| 3Y | +644.6% | +159.8% | +484.8% | +445.5% |
| 5Y | +1,024.4% | -25.1% | +1,049.5% | +888.6% |
| All | +1,399.3% | -29.3% | +1,428.7% | +1,177.3% |
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