-30.7%
ALK vs VYM
+76.9%
-107.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.1% |
| 7D | -3.0% | -1.0% | -2.0% | -1.3% |
| 30D | -14.6% | -2.0% | -12.6% | -11.5% |
| 3M | -10.6% | +3.1% | -13.6% | -14.5% |
| 6M | -6.7% | +8.9% | -15.6% | -18.1% |
| YTD | -19.8% | +14.7% | -34.5% | -34.9% |
| 1Y | -35.2% | +19.4% | -54.6% | -50.4% |
| 3Y | +1.4% | +65.4% | -64.0% | -50.9% |
| 5Y | -30.7% | +77.6% | -108.2% | -69.3% |
| All | -30.7% | +76.9% | -107.6% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling