+119.0%
VTR vs ALK
+16.0%
+103.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +4.7% | +9.0% | -4.4% | +4.1% |
| 30D | +10.9% | -1.6% | +12.5% | +10.9% |
| 3M | -3.2% | -23.2% | +20.0% | -2.0% |
| 6M | +3.7% | -3.9% | +7.6% | +3.2% |
| YTD | +16.8% | -22.6% | +39.4% | +17.6% |
| 1Y | +21.3% | -5.3% | +26.7% | +20.3% |
| 3Y | +119.0% | +18.6% | +100.5% | +106.9% |
| All | +119.0% | +16.0% | +103.1% | +106.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling