+1,678.9%
VRT vs ALK
-33.7%
+1,712.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -3.2% | -10.8% | -12.7% |
| 7D | -28.1% | +7.1% | -35.2% | -30.7% |
| 30D | -30.2% | -3.0% | -27.2% | -30.1% |
| 3M | -36.4% | -25.6% | -10.8% | -29.1% |
| 6M | -48.2% | +0.5% | -48.6% | -49.8% |
| YTD | +9.2% | -23.1% | +32.2% | +16.7% |
| 1Y | -7.2% | -7.5% | +0.3% | -8.5% |
| 3Y | +338.7% | +15.3% | +323.4% | +266.1% |
| 5Y | +542.8% | -34.8% | +577.6% | +585.0% |
| All | +1,678.9% | -33.7% | +1,712.6% | +1,496.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling