+403.5%
VRT vs ALK
+21.9%
+381.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +7.1% | +2.5% | +7.3% |
| 7D | -10.6% | +8.9% | -19.5% | -13.3% |
| 30D | -17.4% | +5.9% | -23.4% | -19.4% |
| 3M | -26.4% | -16.5% | -9.9% | -22.1% |
| 6M | -41.0% | +2.1% | -43.1% | -42.4% |
| YTD | +23.8% | -17.1% | +40.9% | +28.4% |
| 1Y | +11.6% | -2.9% | +14.5% | +9.6% |
| 3Y | +403.5% | +24.5% | +379.0% | +362.2% |
| All | +403.5% | +21.9% | +381.6% | +362.2% |
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