-50.4%
VTRS vs ALK
-37.3%
-13.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -3.3% | -3.1% | -0.2% | -2.5% |
| 30D | +1.4% | -17.1% | +18.5% | +6.6% |
| 3M | +4.6% | -3.8% | +8.4% | +4.8% |
| 6M | +18.1% | -5.3% | +23.3% | +17.6% |
| YTD | +34.7% | -20.3% | +54.9% | +39.6% |
| 1Y | +65.6% | -36.0% | +101.6% | +81.7% |
| 3Y | +83.8% | +0.8% | +83.0% | +66.5% |
| 5Y | +46.5% | -28.5% | +75.0% | +44.4% |
| All | -50.4% | -37.3% | -13.1% | -57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling