+6.8%
VRT vs ALK
-4.9%
+11.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +7.1% | +2.5% | +7.3% |
| 7D | -10.6% | +8.9% | -19.5% | -13.1% |
| 30D | -17.4% | +5.9% | -23.4% | -19.0% |
| 3M | -26.4% | -16.5% | -9.9% | -21.2% |
| 6M | -41.0% | +2.1% | -43.1% | -41.7% |
| YTD | +23.8% | -17.1% | +40.9% | +27.3% |
| All | +6.8% | -4.9% | +11.7% | +3.0% |
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 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