+1,917.9%
VRT vs ALK
-28.5%
+1,946.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +7.1% | +2.5% | +6.8% |
| 7D | -10.6% | +8.9% | -19.5% | -14.1% |
| 30D | -17.4% | +5.9% | -23.4% | -20.2% |
| 3M | -26.4% | -16.5% | -9.9% | -21.7% |
| 6M | -41.0% | +2.1% | -43.1% | -43.1% |
| YTD | +23.8% | -17.1% | +40.9% | +28.6% |
| 1Y | +11.6% | -2.9% | +14.5% | +8.2% |
| 3Y | +403.5% | +24.5% | +379.0% | +307.9% |
| 5Y | +647.0% | -29.1% | +676.2% | +671.0% |
| All | +1,917.9% | -28.5% | +1,946.4% | +1,659.3% |
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