+572.7%
ALK vs VO
+827.2%
-254.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.9% |
| 3M | -1.5% | +2.9% | -4.5% | -4.4% |
| 6M | -13.1% | +9.3% | -22.4% | -20.7% |
| YTD | -16.4% | +14.2% | -30.6% | -27.5% |
| 1Y | -33.1% | +15.3% | -48.3% | -42.3% |
| 3Y | +0.6% | +56.2% | -55.6% | -37.9% |
| 5Y | -26.4% | +42.4% | -68.8% | -49.0% |
| 10Y | -34.2% | +194.7% | -228.9% | -78.9% |
| All | +572.7% | +827.2% | -254.6% | -42.0% |
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 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