+519.2%
ALK vs VO
+799.0%
-279.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.2% | +1.1% |
| 7D | +7.1% | -3.3% | +10.4% | +11.7% |
| 30D | -3.0% | -1.8% | -1.1% | -0.6% |
| 3M | -25.6% | -3.4% | -22.3% | -22.2% |
| 6M | +0.5% | +3.0% | -2.5% | -2.1% |
| YTD | -23.1% | +10.7% | -33.8% | -30.4% |
| 1Y | -7.5% | +11.8% | -19.4% | -17.1% |
| 3Y | +15.3% | +60.4% | -45.1% | -30.8% |
| 5Y | -34.8% | +33.6% | -68.4% | -51.0% |
| 10Y | -41.2% | +202.0% | -243.1% | -81.5% |
| All | +519.2% | +799.0% | -279.8% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling