+588.9%
VST vs ALK
-34.8%
+623.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.6% | +9.9% | +10.4% |
| 7D | -9.8% | +9.0% | -18.9% | -12.7% |
| 30D | -25.1% | -1.6% | -23.5% | -25.3% |
| 3M | -11.6% | -23.2% | +11.6% | -5.1% |
| 6M | -20.9% | -3.9% | -17.0% | -21.7% |
| YTD | -22.3% | -22.6% | +0.3% | -18.8% |
| 1Y | -32.0% | -5.3% | -26.7% | -33.7% |
| 3Y | +262.4% | +18.6% | +243.8% | +225.0% |
| All | +588.9% | -34.8% | +623.7% | +597.9% |
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