-67.9%
VFC vs ALK
-34.8%
-33.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +11.2% | +9.0% | +2.2% | +5.5% |
| 30D | +41.5% | -1.6% | +43.2% | +41.7% |
| 3M | +38.9% | -23.2% | +62.1% | +59.8% |
| 6M | +6.1% | -3.9% | +10.0% | +5.8% |
| YTD | +14.5% | -22.6% | +37.1% | +26.1% |
| 1Y | +46.0% | -5.3% | +51.3% | +41.1% |
| 3Y | +36.4% | +18.6% | +17.8% | +13.9% |
| All | -67.9% | -34.8% | -33.1% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling