+619.5%
VRT vs ALK
+2.1%
+617.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.8% | +3.8% |
| 7D | +9.1% | -0.7% | +9.8% | +9.4% |
| 30D | +0.9% | -19.2% | +20.2% | +8.6% |
| 3M | -13.4% | -1.5% | -11.9% | -13.3% |
| 6M | +11.7% | -13.1% | +24.7% | +15.0% |
| YTD | +73.2% | -16.4% | +89.7% | +80.0% |
| 1Y | +123.4% | -33.1% | +156.5% | +149.4% |
| All | +619.5% | +2.1% | +617.4% | +619.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling