+377.4%
VT vs ALK
+996.1%
-618.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.9% |
| 3M | +2.4% | -1.5% | +3.9% | +1.9% |
| 6M | +12.0% | -13.1% | +25.1% | +13.7% |
| YTD | +15.3% | -16.4% | +31.8% | +17.6% |
| 1Y | +22.6% | -33.1% | +55.7% | +30.9% |
| 3Y | +74.7% | +0.6% | +74.0% | +62.5% |
| 5Y | +66.1% | -26.4% | +92.5% | +63.1% |
| 10Y | +225.0% | -34.2% | +259.2% | +197.2% |
| All | +377.4% | +996.1% | -618.7% | +117.5% |
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