+530.5%
ALK vs VCLT
+103.4%
+427.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -0.7% | -0.5% | -0.2% | -0.4% |
| 30D | -19.2% | -0.9% | -18.4% | -18.9% |
| 3M | -1.5% | -3.2% | +1.7% | +0.1% |
| 6M | -13.1% | -3.8% | -9.2% | -11.1% |
| YTD | -16.4% | -2.0% | -14.4% | -15.2% |
| 1Y | -33.1% | -0.8% | -32.3% | -32.4% |
| 3Y | +0.6% | +12.3% | -11.7% | -2.5% |
| 5Y | -26.4% | -15.4% | -11.0% | -24.1% |
| 10Y | -34.2% | +15.7% | -49.9% | -32.6% |
| All | +530.5% | +103.4% | +427.1% | +784.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling