+0.5%
ALK vs VO
+3.3%
-2.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.2% | +5.0% |
| 7D | +7.1% | -3.3% | +10.4% | +15.8% |
| 30D | -3.0% | -1.8% | -1.1% | +1.0% |
| 3M | -25.6% | -3.4% | -22.3% | -19.1% |
| 6M | +0.5% | +3.0% | -2.5% | -10.2% |
| All | +0.5% | +3.3% | -2.8% | -10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling