+1,740.6%
VRT vs ALK
-33.3%
+1,773.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.8% | +3.2% |
| 7D | -21.4% | +9.0% | -30.4% | -24.8% |
| 30D | -25.8% | -1.6% | -24.2% | -26.2% |
| 3M | -33.5% | -23.2% | -10.4% | -26.9% |
| 6M | -49.0% | -3.9% | -45.2% | -49.7% |
| YTD | +12.9% | -22.6% | +35.5% | +20.5% |
| 1Y | 0.0% | -5.3% | +5.3% | -2.3% |
| 3Y | +361.8% | +18.6% | +343.2% | +280.7% |
| 5Y | +565.1% | -34.4% | +599.5% | +607.0% |
| All | +1,740.6% | -33.3% | +1,773.9% | +1,548.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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