-23.9%
ALK vs VLTO
+24.6%
-48.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.2% | +8.5% |
| 7D | +12.4% | +13.8% | -1.4% | +7.3% |
| 30D | +2.1% | +21.2% | -19.1% | -4.4% |
| 3M | -23.9% | +21.5% | -45.4% | -29.1% |
| All | -23.9% | +24.6% | -48.5% | -29.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling