+91.8%
VTV vs ALHC
-33.8%
+125.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | -1.1% | -6.9% | +5.8% | -0.8% |
| 30D | -1.0% | -6.7% | +5.7% | -0.7% |
| 3M | +4.6% | -37.7% | +42.3% | +6.5% |
| 6M | +13.5% | -30.0% | +43.5% | +14.5% |
| YTD | +18.5% | -36.2% | +54.6% | +19.9% |
| 1Y | +22.9% | -22.9% | +45.8% | +23.2% |
| 3Y | +67.8% | +138.4% | -70.5% | +55.1% |
| 5Y | +81.8% | -32.8% | +114.6% | +72.6% |
| All | +91.8% | -33.8% | +125.6% | +79.7% |
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 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