+227.8%
VST vs ALK
+15.2%
+212.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.2% | -2.9% | -5.2% |
| 7D | -19.9% | +7.1% | -27.0% | -22.0% |
| 30D | -29.7% | -3.0% | -26.7% | -29.5% |
| 3M | -19.6% | -25.6% | +6.1% | -12.7% |
| 6M | -29.4% | +0.5% | -29.9% | -31.1% |
| YTD | -29.7% | -23.1% | -6.7% | -26.4% |
| 1Y | -40.0% | -7.5% | -32.5% | -41.2% |
| All | +227.8% | +15.2% | +212.6% | +232.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling