-46.6%
ALK vs VYM
+206.0%
-252.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.9% |
| 7D | +0.9% | +3.3% | -2.4% | -4.1% |
| 30D | +3.3% | +3.8% | -0.5% | -2.3% |
| 3M | -17.6% | -0.4% | -17.2% | -16.7% |
| 6M | +0.8% | +7.1% | -6.3% | -8.7% |
| YTD | -22.4% | +17.1% | -39.4% | -38.0% |
| 1Y | -10.1% | +18.4% | -28.5% | -29.2% |
| 3Y | +14.0% | +74.5% | -60.6% | -48.5% |
| 5Y | -29.8% | +72.5% | -102.4% | -67.4% |
| All | -46.6% | +206.0% | -252.6% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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