+66.5%
VSH vs ALK
-25.3%
+91.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.9% | +3.8% |
| 7D | +4.1% | -0.7% | +4.7% | +4.4% |
| 30D | -4.2% | -19.2% | +15.1% | +4.8% |
| 3M | -50.0% | -1.5% | -48.4% | -49.8% |
| 6M | +80.2% | -13.1% | +93.2% | +87.1% |
| YTD | +121.1% | -16.4% | +137.5% | +131.3% |
| 1Y | +112.0% | -33.1% | +145.1% | +142.3% |
| 3Y | +22.5% | +0.6% | +21.9% | +13.1% |
| All | +66.5% | -25.3% | +91.7% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling