+769.3%
VST vs ALK
-25.3%
+794.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.1% |
| 7D | +8.9% | -0.7% | +9.6% | +9.1% |
| 30D | +6.2% | -19.2% | +25.4% | +13.1% |
| 3M | -2.7% | -1.5% | -1.2% | -3.3% |
| 6M | -8.4% | -13.1% | +4.7% | -6.4% |
| YTD | -7.2% | -16.4% | +9.2% | -4.6% |
| 1Y | -20.9% | -33.1% | +12.2% | -13.3% |
| 3Y | +384.0% | +0.6% | +383.4% | +360.3% |
| All | +769.3% | -25.3% | +794.6% | +745.4% |
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