+45.8%
VSH vs ALK
-31.3%
+77.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.8% | +0.2% | -2.6% |
| 7D | +26.2% | +0.9% | +25.3% | +26.0% |
| 30D | -12.5% | +3.3% | -15.8% | -14.2% |
| 3M | -16.9% | -17.6% | +0.7% | -10.3% |
| 6M | -17.0% | +0.8% | -17.8% | -18.2% |
| YTD | +93.8% | -22.4% | +116.2% | +108.3% |
| 1Y | +99.3% | -10.1% | +109.4% | +100.5% |
| 3Y | +35.0% | +14.0% | +21.0% | +17.7% |
| 5Y | +45.8% | -29.8% | +75.6% | +50.3% |
| All | +45.8% | -31.3% | +77.1% | +50.3% |
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 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