+570.9%
VTRS vs ALK
+810.8%
-239.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.0% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +1.9% | -18.5% | +20.3% | +6.1% |
| 3M | +5.1% | -3.6% | +8.6% | +5.2% |
| 6M | +20.1% | -3.7% | +23.8% | +19.5% |
| YTD | +36.6% | -19.0% | +55.6% | +40.2% |
| 1Y | +64.1% | -36.0% | +100.1% | +76.1% |
| 3Y | +86.4% | +2.3% | +84.0% | +75.1% |
| 5Y | +40.9% | -27.8% | +68.6% | +40.6% |
| 10Y | -48.7% | -39.0% | -9.8% | -50.4% |
| All | +570.9% | +810.8% | -239.9% | +182.8% |
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