+24.9%
VSH vs ALK
-34.8%
+59.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.1% | +5.5% |
| 7D | -12.9% | +9.0% | -22.0% | -16.6% |
| 30D | -36.9% | -1.6% | -35.2% | -36.8% |
| 3M | -28.8% | -23.2% | -5.6% | -20.9% |
| 6M | -30.3% | -3.9% | -26.4% | -30.1% |
| YTD | +62.4% | -22.6% | +85.0% | +74.4% |
| 1Y | +62.5% | -5.3% | +67.8% | +59.4% |
| 3Y | +7.4% | +18.6% | -11.2% | -8.0% |
| All | +24.9% | -34.8% | +59.7% | +30.8% |
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