+294.7%
ALK vs VYM
+498.6%
-204.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.3% | -1.3% |
| 7D | -1.2% | +3.7% | -4.9% | -6.1% |
| 30D | +7.7% | +3.7% | +4.0% | +2.6% |
| 3M | -19.0% | -0.7% | -18.3% | -17.8% |
| 6M | -0.2% | +7.2% | -7.4% | -8.8% |
| YTD | -23.5% | +16.9% | -40.4% | -37.5% |
| 1Y | -9.1% | +19.6% | -28.7% | -27.8% |
| 3Y | +12.0% | +74.6% | -62.6% | -45.9% |
| 5Y | -30.9% | +72.3% | -103.2% | -65.5% |
| 10Y | -45.6% | +206.5% | -252.1% | -86.5% |
| All | +294.7% | +498.6% | -204.0% | -55.1% |
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 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