+361.8%
VRT vs ALK
+16.0%
+345.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.8% | +3.3% |
| 7D | -21.4% | +9.0% | -30.4% | -24.1% |
| 30D | -25.8% | -1.6% | -24.2% | -25.9% |
| 3M | -33.5% | -23.2% | -10.4% | -27.8% |
| 6M | -49.0% | -3.9% | -45.2% | -49.3% |
| YTD | +12.9% | -22.6% | +35.5% | +19.7% |
| 1Y | 0.0% | -5.3% | +5.3% | -1.1% |
| 3Y | +361.8% | +18.6% | +343.2% | +331.6% |
| All | +361.8% | +16.0% | +345.8% | +331.6% |
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 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