-28.5%
VST vs ALK
-4.9%
-23.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +7.1% | +0.2% | +5.9% |
| 7D | -0.5% | +8.9% | -9.4% | -2.3% |
| 30D | -17.1% | +5.9% | -23.0% | -17.9% |
| 3M | -4.6% | -16.5% | +11.9% | 0.0% |
| 6M | -9.1% | +2.1% | -11.2% | -10.8% |
| YTD | -16.6% | -17.1% | +0.5% | -17.1% |
| All | -28.5% | -4.9% | -23.6% | -29.0% |
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