-33.9%
ALK vs VO
+32.6%
-66.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.8% |
| 7D | +9.0% | -2.6% | +11.6% | +13.3% |
| 30D | -1.6% | -0.9% | -0.7% | -0.1% |
| 3M | -23.2% | -3.0% | -20.2% | -19.4% |
| 6M | -3.9% | +2.2% | -6.1% | -5.8% |
| YTD | -22.6% | +10.6% | -33.2% | -31.1% |
| 1Y | -5.3% | +12.5% | -17.8% | -17.4% |
| 3Y | +18.6% | +61.4% | -42.8% | -32.1% |
| All | -33.9% | +32.6% | -66.5% | -52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling