-32.2%
VTRS vs ALK
-45.9%
+13.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.1% |
| 7D | +4.6% | -1.2% | +5.8% | +4.8% |
| 30D | +19.4% | +7.7% | +11.7% | +16.6% |
| 3M | +30.8% | -19.0% | +49.8% | +37.5% |
| 6M | +21.6% | -0.2% | +21.9% | +19.5% |
| YTD | +71.2% | -23.5% | +94.7% | +78.4% |
| 1Y | +97.6% | -9.1% | +106.7% | +95.6% |
| 3Y | +163.9% | +12.0% | +151.8% | +130.0% |
| 5Y | +82.1% | -30.9% | +112.9% | +80.7% |
| All | -32.2% | -45.9% | +13.7% | -29.7% |
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