+300.5%
ALK vs VYM
+499.3%
-198.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.9% |
| 7D | +0.9% | +3.3% | -2.4% | -3.6% |
| 30D | +3.3% | +3.8% | -0.5% | -1.8% |
| 3M | -17.6% | -0.4% | -17.2% | -16.7% |
| 6M | +0.8% | +7.1% | -6.3% | -7.8% |
| YTD | -22.4% | +17.1% | -39.4% | -36.7% |
| 1Y | -10.1% | +18.4% | -28.5% | -27.5% |
| 3Y | +14.0% | +74.5% | -60.6% | -44.9% |
| 5Y | -29.8% | +72.5% | -102.4% | -65.1% |
| 10Y | -44.8% | +206.9% | -251.6% | -86.3% |
| All | +300.5% | +499.3% | -198.8% | -54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling