-7.5%
ALK vs VLTO
+17.3%
-24.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | +7.1% | +12.0% | -4.9% | +2.9% |
| 30D | -3.0% | +20.8% | -23.8% | -9.2% |
| 3M | -25.6% | +20.1% | -45.8% | -30.2% |
| 6M | +0.5% | +32.6% | -32.1% | -9.5% |
| YTD | -23.1% | +17.3% | -40.4% | -29.1% |
| 1Y | -7.5% | +17.3% | -24.8% | -14.9% |
| All | -7.5% | +17.3% | -24.9% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling