+654.4%
VRT vs ALK
-31.3%
+685.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.2% | -2.9% |
| 7D | +10.5% | -1.2% | +11.7% | +11.1% |
| 30D | -9.3% | +7.7% | -17.0% | -13.8% |
| 3M | -29.6% | -19.0% | -10.6% | -23.2% |
| 6M | -45.4% | -0.2% | -45.2% | -47.3% |
| YTD | +24.8% | -23.5% | +48.3% | +35.2% |
| 1Y | +23.6% | -9.1% | +32.7% | +22.0% |
| 3Y | +379.7% | +12.0% | +367.6% | +249.9% |
| All | +654.4% | -31.3% | +685.8% | +717.0% |
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 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