-50.2%
VFC vs ALK
-45.1%
-5.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.8% | +1.9% | -0.6% |
| 7D | -1.4% | +0.9% | -2.3% | -2.0% |
| 30D | +24.6% | +3.3% | +21.4% | +21.9% |
| 3M | +38.4% | -17.6% | +56.0% | +50.6% |
| 6M | +15.3% | +0.8% | +14.5% | +12.4% |
| YTD | +12.7% | -22.4% | +35.1% | +22.4% |
| 1Y | +32.7% | -10.1% | +42.7% | +33.7% |
| 3Y | +43.7% | +14.0% | +29.7% | +29.6% |
| 5Y | -69.2% | -29.8% | -39.3% | -66.2% |
| All | -50.2% | -45.1% | -5.1% | -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