+138.2%
VSH vs ALK
-41.4%
+179.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.2% | +10.0% | +9.3% |
| 7D | +12.8% | +2.6% | +10.2% | +12.0% |
| 30D | -9.0% | +7.8% | -16.8% | -12.5% |
| 3M | -12.2% | -15.2% | +3.0% | -6.5% |
| 6M | -15.9% | +5.0% | -21.0% | -18.8% |
| YTD | +103.2% | -18.4% | +121.7% | +113.9% |
| 1Y | +108.4% | -2.4% | +110.8% | +102.8% |
| 3Y | +41.6% | +19.8% | +21.8% | +20.6% |
| 5Y | +54.6% | -27.8% | +82.4% | +57.9% |
| 10Y | +138.2% | -42.0% | +180.1% | +128.3% |
| All | +138.2% | -41.4% | +179.6% | +128.3% |
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