+901.5%
VRT vs ALHC
-59.7%
+961.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.5% | -8.6% | -3.7% |
| 7D | -17.7% | +3.8% | -21.5% | -18.1% |
| 30D | -20.0% | +1.7% | -21.7% | -20.3% |
| 3M | -28.1% | -44.3% | +16.3% | -23.9% |
| 6M | -42.8% | -57.2% | +14.4% | -38.9% |
| YTD | +20.0% | -61.2% | +81.1% | +29.1% |
| 1Y | +3.5% | -53.2% | +56.7% | +8.3% |
| 3Y | +366.1% | +27.8% | +338.3% | +278.3% |
| 5Y | +632.2% | -65.4% | +697.6% | +597.3% |
| All | +901.5% | -59.7% | +961.3% | +800.8% |
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