+97.5%
VTV vs ALHC
-61.4%
+158.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.3% |
| 7D | +2.9% | +0.3% | +2.6% | +2.9% |
| 30D | +3.8% | -10.6% | +14.4% | +4.2% |
| 3M | +1.6% | -45.3% | +46.9% | +3.9% |
| 6M | +11.2% | -59.7% | +70.9% | +14.7% |
| YTD | +22.0% | -62.7% | +84.7% | +25.9% |
| 1Y | +24.9% | -56.1% | +81.0% | +27.9% |
| 3Y | +78.5% | +21.3% | +57.2% | +70.2% |
| 5Y | +77.8% | -66.0% | +143.7% | +72.5% |
| All | +97.5% | -61.4% | +158.8% | +88.7% |
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