-24.4%
VFC vs ALK
+4.2%
-28.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.8% | +1.4% |
| 7D | -1.6% | -0.7% | -0.9% | -1.2% |
| 30D | -11.6% | -19.2% | +7.6% | -0.2% |
| 3M | -18.1% | -1.5% | -16.6% | -18.1% |
| 6M | -27.4% | -13.1% | -14.3% | -23.2% |
| YTD | -24.8% | -16.4% | -8.4% | -19.9% |
| 1Y | -8.2% | -33.1% | +24.9% | +12.4% |
| All | -24.4% | +4.2% | -28.6% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling