-46.1%
VFC vs ALK
-37.5%
-8.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.1% | -4.5% | -0.9% |
| 7D | +7.7% | +8.9% | -1.2% | +3.0% |
| 30D | +39.2% | +5.9% | +33.3% | +34.3% |
| 3M | +40.3% | -16.5% | +56.8% | +51.5% |
| 6M | +11.4% | +2.1% | +9.3% | +8.1% |
| YTD | +17.5% | -17.1% | +34.6% | +23.6% |
| 1Y | +45.9% | -2.9% | +48.7% | +41.6% |
| 3Y | +47.3% | +24.5% | +22.8% | +27.3% |
| 5Y | -67.2% | -29.1% | -38.1% | -64.4% |
| 10Y | -46.1% | -39.1% | -7.0% | -52.4% |
| All | -46.1% | -37.5% | -8.6% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling