-48.2%
VFC vs ALK
-40.7%
-7.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +3.5% | +12.9% | -9.4% | -2.6% |
| 30D | +38.3% | +5.5% | +32.7% | +33.7% |
| 3M | +40.2% | -12.1% | +52.3% | +47.7% |
| 6M | +10.6% | +1.7% | +8.9% | +7.6% |
| YTD | +16.7% | -17.4% | +34.2% | +23.0% |
| 1Y | +45.0% | -1.9% | +46.9% | +40.1% |
| 3Y | +48.8% | +21.2% | +27.5% | +30.2% |
| 5Y | -67.6% | -27.8% | -39.8% | -65.1% |
| All | -48.2% | -40.7% | -7.5% | -53.3% |
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