+1,481.1%
VTR vs ALK
+640.6%
+840.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.4% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | -2.4% | -19.2% | +16.8% | +2.8% |
| 3M | +14.8% | -1.5% | +16.3% | +13.7% |
| 6M | +5.3% | -13.1% | +18.4% | +6.4% |
| YTD | +18.1% | -16.4% | +34.5% | +19.7% |
| 1Y | +36.7% | -33.1% | +69.8% | +45.7% |
| 3Y | +130.1% | +0.6% | +129.5% | +107.0% |
| 5Y | +89.5% | -26.4% | +115.9% | +81.4% |
| 10Y | +87.4% | -34.2% | +121.5% | +74.4% |
| All | +1,481.1% | +640.6% | +840.5% | +522.1% |
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