-48.2%
VRT vs ALK
+3.8%
-52.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -3.2% | -10.8% | -13.5% |
| 7D | -28.1% | +7.1% | -35.2% | -29.0% |
| 30D | -30.2% | -3.0% | -27.2% | -28.9% |
| 3M | -36.4% | -25.6% | -10.8% | -30.9% |
| 6M | -48.2% | +0.5% | -48.6% | -44.0% |
| All | -48.2% | +3.8% | -52.0% | -44.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling