+264.7%
ALKS vs VT
+374.2%
-109.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.6% |
| 7D | -2.8% | +0.4% | -3.2% | -3.2% |
| 30D | -7.1% | +1.0% | -8.0% | -7.9% |
| 3M | +6.3% | +2.4% | +3.9% | +3.7% |
| 6M | +57.4% | +12.0% | +45.4% | +41.4% |
| YTD | +64.8% | +15.3% | +49.4% | +44.2% |
| 1Y | +59.4% | +22.6% | +36.8% | +31.8% |
| 3Y | +57.5% | +74.7% | -17.2% | -6.8% |
| 5Y | +54.4% | +66.1% | -11.8% | -6.0% |
| 10Y | +2.2% | +225.0% | -222.8% | -67.2% |
| All | +264.7% | +374.2% | -109.5% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling