-68.6%
VFC vs ALK
-35.2%
-33.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.8% | +1.6% |
| 7D | -1.6% | -0.7% | -0.9% | -1.3% |
| 30D | -11.6% | -19.2% | +7.6% | -2.2% |
| 3M | -18.1% | -1.5% | -16.6% | -18.0% |
| 6M | -27.4% | -13.1% | -14.3% | -23.9% |
| YTD | -24.8% | -16.4% | -8.4% | -20.6% |
| 1Y | -8.2% | -33.1% | +24.9% | +7.8% |
| 3Y | -29.1% | +0.6% | -29.7% | -32.0% |
| 5Y | -79.2% | -26.4% | -52.8% | -77.6% |
| All | -68.6% | -35.2% | -33.4% | -72.5% |
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