-42.0%
ALK vs VO
+202.1%
-244.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -3.0% |
| 7D | +2.6% | +0.2% | +2.4% | +2.3% |
| 30D | +7.8% | +2.0% | +5.8% | +5.1% |
| 3M | -15.2% | -0.3% | -14.9% | -14.5% |
| 6M | +5.0% | +7.3% | -2.2% | -3.7% |
| YTD | -18.4% | +15.0% | -33.4% | -31.2% |
| 1Y | -2.4% | +14.7% | -17.1% | -17.0% |
| 3Y | +19.8% | +67.3% | -47.5% | -36.8% |
| 5Y | -27.8% | +38.8% | -66.6% | -50.8% |
| 10Y | -42.0% | +201.6% | -243.5% | -85.0% |
| All | -42.0% | +202.1% | -244.1% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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