+89.6%
VRT vs ALK
-34.8%
+124.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.6% | +1.0% | +2.8% |
| 7D | -8.4% | -2.1% | -6.3% | -7.8% |
| 30D | -10.9% | -13.1% | +2.3% | -6.9% |
| 3M | -13.7% | -11.8% | -1.9% | -10.1% |
| 6M | -4.1% | -0.4% | -3.7% | -5.7% |
| YTD | +58.7% | -18.2% | +76.9% | +63.8% |
| 1Y | +89.6% | -35.5% | +125.2% | +65.6% |
| All | +89.6% | -34.8% | +124.4% | +65.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling