-26.4%
ALK vs VO
+42.6%
-69.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.8% |
| 7D | -0.7% | -0.3% | -0.4% | -0.3% |
| 30D | -19.2% | -0.3% | -18.9% | -18.8% |
| 3M | -1.5% | +2.9% | -4.5% | -5.0% |
| 6M | -13.1% | +9.3% | -22.4% | -22.1% |
| YTD | -16.4% | +14.2% | -30.6% | -29.2% |
| 1Y | -33.1% | +15.3% | -48.3% | -43.7% |
| 3Y | +0.6% | +56.2% | -55.6% | -40.8% |
| All | -26.4% | +42.6% | -69.1% | -51.8% |
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