+96.1%
ALKS vs VT
+74.0%
+22.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +2.5% | +2.4% | +0.1% | +0.7% |
| 30D | +20.3% | -1.5% | +21.8% | +21.6% |
| 3M | -4.9% | -4.1% | -0.8% | -2.0% |
| 6M | +20.9% | +0.6% | +20.3% | +19.9% |
| YTD | +68.1% | +11.0% | +57.0% | +53.8% |
| 1Y | +51.7% | +13.3% | +38.3% | +36.8% |
| 3Y | +96.1% | +73.4% | +22.7% | +41.2% |
| All | +96.1% | +74.0% | +22.1% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling