+631.1%
VRT vs ALK
-27.8%
+658.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | -17.7% | +12.9% | -30.6% | -22.6% |
| 30D | -20.0% | +5.5% | -25.5% | -22.9% |
| 3M | -28.1% | -12.1% | -16.0% | -24.4% |
| 6M | -42.8% | +1.7% | -44.6% | -45.2% |
| YTD | +20.0% | -17.4% | +37.4% | +25.5% |
| 1Y | +3.5% | -1.9% | +5.4% | -1.3% |
| 3Y | +366.1% | +21.2% | +344.9% | +228.0% |
| All | +631.1% | -27.8% | +658.9% | +671.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling