-29.8%
ALK vs VO
+37.2%
-67.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.9% | -4.0% | -3.5% |
| 7D | +0.9% | +2.9% | -2.0% | -3.2% |
| 30D | +3.3% | +1.0% | +2.3% | +2.1% |
| 3M | -17.6% | -1.7% | -15.8% | -15.1% |
| 6M | +0.8% | +6.7% | -5.9% | -7.1% |
| YTD | -22.4% | +14.0% | -36.3% | -33.9% |
| 1Y | -10.1% | +13.7% | -23.7% | -22.9% |
| 3Y | +14.0% | +65.8% | -51.9% | -37.4% |
| 5Y | -29.8% | +36.6% | -66.4% | -50.9% |
| All | -29.8% | +37.2% | -67.0% | -50.9% |
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