+7.8%
ALK vs VLTO
+54.8%
-47.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.4% |
| 7D | +9.0% | +5.4% | +3.7% | +5.9% |
| 30D | -1.6% | +22.3% | -24.0% | -12.6% |
| 3M | -23.2% | +19.6% | -42.8% | -30.9% |
| 6M | -3.9% | +35.2% | -39.0% | -20.2% |
| YTD | -22.6% | +17.9% | -40.4% | -30.3% |
| 1Y | -5.3% | +19.5% | -24.8% | -15.9% |
| 3Y | +18.6% | +73.9% | -55.3% | -13.9% |
| All | +7.8% | +54.8% | -47.1% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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