+331.2%
ALK vs VYM
+492.8%
-161.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.1% |
| 7D | -0.7% | 0.0% | -0.6% | -0.6% |
| 30D | -19.2% | -0.5% | -18.7% | -18.6% |
| 3M | -1.5% | +3.0% | -4.5% | -5.2% |
| 6M | -13.1% | +8.2% | -21.3% | -21.2% |
| YTD | -16.4% | +15.8% | -32.2% | -31.0% |
| 1Y | -33.1% | +20.8% | -53.9% | -47.7% |
| 3Y | +0.6% | +65.3% | -64.6% | -47.7% |
| 5Y | -26.4% | +76.6% | -103.0% | -64.6% |
| 10Y | -34.2% | +203.9% | -238.1% | -83.5% |
| All | +331.2% | +492.8% | -161.7% | -50.5% |
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