+108.4%
VSH vs ALK
-3.2%
+111.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.2% | +10.0% | +9.3% |
| 7D | +12.8% | +2.6% | +10.2% | +11.9% |
| 30D | -9.0% | +7.8% | -16.8% | -11.8% |
| 3M | -12.2% | -15.2% | +3.0% | -5.9% |
| 6M | -15.9% | +5.0% | -21.0% | -17.4% |
| YTD | +103.2% | -18.4% | +121.7% | +108.2% |
| 1Y | +108.4% | -2.4% | +110.8% | +82.9% |
| All | +108.4% | -3.2% | +111.7% | +82.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling