+66.6%
VT vs ALK
-25.3%
+91.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.4% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | +1.0% | -19.2% | +20.2% | +5.6% |
| 3M | +2.4% | -1.5% | +3.9% | +1.9% |
| 6M | +12.0% | -13.1% | +25.1% | +13.6% |
| YTD | +15.3% | -16.4% | +31.8% | +17.4% |
| 1Y | +22.6% | -33.1% | +55.7% | +30.8% |
| 3Y | +74.7% | +0.6% | +74.0% | +60.2% |
| All | +66.6% | -25.3% | +91.9% | +60.0% |
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 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