+933.7%
VRT vs ALHC
-61.8%
+995.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.0% | +10.6% | +9.7% |
| 7D | -10.6% | +3.9% | -14.5% | -11.1% |
| 30D | -17.4% | -3.6% | -13.8% | -17.2% |
| 3M | -26.4% | -49.4% | +23.0% | -21.3% |
| 6M | -41.0% | -59.5% | +18.4% | -36.5% |
| YTD | +23.8% | -63.2% | +87.0% | +34.1% |
| 1Y | +11.6% | -55.5% | +67.1% | +17.4% |
| 3Y | +403.5% | +23.0% | +380.5% | +309.8% |
| 5Y | +647.0% | -65.7% | +712.8% | +612.6% |
| All | +933.7% | -61.8% | +995.6% | +835.6% |
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