+769.3%
VST vs ALHC
-33.5%
+802.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.6% | +3.5% |
| 7D | +8.9% | -0.6% | +9.5% | +8.9% |
| 30D | +6.2% | -1.0% | +7.2% | +6.2% |
| 3M | -2.7% | -10.2% | +7.4% | -2.6% |
| 6M | -8.4% | -28.3% | +19.9% | -7.7% |
| YTD | -7.2% | -31.4% | +24.2% | -6.5% |
| 1Y | -20.9% | -16.9% | -4.0% | -20.7% |
| 3Y | +384.0% | +135.5% | +248.5% | +355.3% |
| All | +769.3% | -33.5% | +802.8% | +741.3% |
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 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