+80.3%
VTV vs ALK
-28.9%
+109.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.3% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +0.1% | -18.5% | +18.6% | +3.7% |
| 3M | +6.2% | -3.6% | +9.8% | +6.2% |
| 6M | +13.5% | -3.7% | +17.2% | +12.6% |
| YTD | +18.9% | -19.0% | +37.9% | +21.2% |
| 1Y | +25.8% | -36.0% | +61.8% | +33.8% |
| 3Y | +68.7% | +2.3% | +66.4% | +56.1% |
| 5Y | +80.3% | -27.8% | +108.1% | +75.3% |
| All | +80.3% | -28.9% | +109.2% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling