-20.4%
ALKS vs VT
+223.7%
-244.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -1.6% |
| 7D | +2.9% | +0.4% | +2.5% | +2.5% |
| 30D | +13.7% | -2.6% | +16.3% | +16.1% |
| 3M | -6.1% | -3.2% | -2.9% | -3.6% |
| 6M | +32.0% | +0.9% | +31.0% | +30.3% |
| YTD | +65.0% | +11.3% | +53.7% | +50.0% |
| 1Y | +40.4% | +14.0% | +26.4% | +25.0% |
| 3Y | +88.4% | +75.8% | +12.5% | +15.0% |
| 5Y | +85.9% | +57.8% | +28.1% | +24.2% |
| 10Y | -20.4% | +219.8% | -240.2% | -73.3% |
| All | -20.4% | +223.7% | -244.1% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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