+116.6%
VSH vs ALK
-37.5%
+154.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +7.1% | +6.4% | +10.4% |
| 7D | +3.5% | +8.9% | -5.4% | -0.3% |
| 30D | -22.4% | +5.9% | -28.4% | -24.7% |
| 3M | -25.2% | -16.5% | -8.6% | -19.7% |
| 6M | -22.5% | +2.1% | -24.6% | -24.3% |
| YTD | +84.2% | -17.1% | +101.3% | +92.6% |
| 1Y | +87.1% | -2.9% | +89.9% | +82.5% |
| 3Y | +31.7% | +24.5% | +7.2% | +10.4% |
| 5Y | +42.6% | -29.1% | +71.7% | +46.8% |
| 10Y | +116.6% | -39.1% | +155.7% | +108.3% |
| All | +116.6% | -37.5% | +154.1% | +108.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling