+53.4%
VT vs ALHC
-62.4%
+115.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.1% | +3.1% | -3.7% |
| 7D | -4.2% | -6.2% | +2.0% | -3.9% |
| 30D | -5.8% | -9.7% | +3.9% | -5.4% |
| 3M | -5.2% | -44.7% | +39.5% | -2.6% |
| 6M | +0.1% | -58.7% | +58.8% | +4.0% |
| YTD | +8.2% | -61.7% | +70.0% | +12.5% |
| 1Y | +10.1% | -55.7% | +65.8% | +13.3% |
| 3Y | +69.7% | +25.6% | +44.1% | +56.7% |
| 5Y | +53.4% | -65.8% | +119.2% | +47.8% |
| All | +53.4% | -62.4% | +115.8% | +47.8% |
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 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