+1,636.0%
VSH vs ALK
+839.9%
+796.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.5% | +2.9% | +3.9% |
| 7D | +4.1% | -0.7% | +4.7% | +4.3% |
| 30D | -4.2% | -19.2% | +15.1% | +3.0% |
| 3M | -50.0% | -1.5% | -48.4% | -49.8% |
| 6M | +80.2% | -13.1% | +93.2% | +86.3% |
| YTD | +121.1% | -16.4% | +137.5% | +130.4% |
| 1Y | +112.0% | -33.1% | +145.1% | +137.4% |
| 3Y | +22.5% | +0.6% | +21.9% | +16.1% |
| 5Y | +64.0% | -26.4% | +90.4% | +68.5% |
| 10Y | +170.4% | -34.2% | +204.5% | +164.7% |
| All | +1,636.0% | +839.9% | +796.1% | +479.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling