+1,216.9%
VST vs ALK
-34.5%
+1,251.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.7% |
| 3M | -2.7% | -1.5% | -1.2% | -3.2% |
| 6M | -8.4% | -13.1% | +4.7% | -6.5% |
| YTD | -7.2% | -16.4% | +9.2% | -4.6% |
| 1Y | -20.9% | -33.1% | +12.2% | -13.9% |
| 3Y | +384.0% | +0.6% | +383.4% | +356.8% |
| 5Y | +757.1% | -26.4% | +783.5% | +756.6% |
| All | +1,216.9% | -34.5% | +1,251.4% | +1,059.6% |
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