-39.0%
ALK vs VCLT
+15.5%
-54.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +0.1% | +0.3% | -0.2% | -0.1% |
| 30D | -18.5% | -0.6% | -17.9% | -18.0% |
| 3M | -3.6% | -2.2% | -1.3% | -1.5% |
| 6M | -3.7% | -2.9% | -0.8% | -0.7% |
| YTD | -19.0% | -2.1% | -16.9% | -16.9% |
| 1Y | -36.0% | -2.6% | -33.4% | -34.1% |
| 3Y | +2.3% | +12.5% | -10.2% | -4.5% |
| 5Y | -27.8% | -15.3% | -12.5% | -19.2% |
| 10Y | -39.0% | +16.6% | -55.6% | -39.1% |
| All | -39.0% | +15.5% | -54.5% | -39.1% |
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