+76.9%
VT vs ALHC
+35.2%
+41.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.1% | -8.4% | +1.5% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | -1.4% | -4.2% | +2.8% | -1.4% |
| 3M | -1.4% | -39.8% | +38.4% | -0.5% |
| 6M | +5.5% | -57.7% | +63.2% | +7.0% |
| YTD | +12.8% | -58.8% | +71.6% | +14.3% |
| 1Y | +15.4% | -52.4% | +67.8% | +16.5% |
| All | +76.9% | +35.2% | +41.7% | +69.4% |
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