-46.6%
ALK vs VCLT
+22.0%
-68.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.3% | -3.5% | -3.8% |
| 7D | +0.9% | -1.9% | +2.8% | +2.6% |
| 30D | +3.3% | +1.4% | +1.8% | +2.3% |
| 3M | -17.6% | -1.8% | -15.8% | -16.1% |
| 6M | +0.8% | -3.9% | +4.7% | +4.9% |
| YTD | -22.4% | -3.9% | -18.4% | -18.9% |
| 1Y | -10.1% | -4.7% | -5.3% | -5.4% |
| 3Y | +14.0% | +14.1% | -0.1% | +6.0% |
| 5Y | -29.8% | -16.6% | -13.2% | -20.2% |
| All | -46.6% | +22.0% | -68.6% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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