+290.3%
VST vs ALHC
+30.0%
+260.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.5% | -7.5% | -2.0% |
| 7D | -6.0% | +3.8% | -9.8% | -5.9% |
| 30D | -18.8% | +1.7% | -20.4% | -18.7% |
| 3M | -8.0% | -44.3% | +36.3% | -8.1% |
| 6M | -10.9% | -57.2% | +46.3% | -10.9% |
| YTD | -18.3% | -61.2% | +42.8% | -18.3% |
| 1Y | -29.9% | -53.2% | +23.3% | -29.4% |
| 3Y | +290.3% | +27.8% | +262.5% | +299.7% |
| All | +290.3% | +30.0% | +260.3% | +299.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling