-67.8%
VFC vs ALK
-28.7%
-39.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.2% |
| 7D | -1.4% | +2.6% | -4.0% | -2.9% |
| 30D | +30.7% | +7.8% | +22.9% | +24.2% |
| 3M | +40.6% | -15.2% | +55.9% | +52.8% |
| 6M | +16.5% | +5.0% | +11.4% | +10.1% |
| YTD | +16.2% | -18.4% | +34.6% | +24.0% |
| 1Y | +42.4% | -2.4% | +44.8% | +35.3% |
| 3Y | +48.1% | +19.8% | +28.3% | +22.9% |
| 5Y | -67.8% | -27.8% | -40.0% | -66.0% |
| All | -67.8% | -28.7% | -39.1% | -66.0% |
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