+152.7%
VMC vs ALK
-38.6%
+191.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.4% | -0.8% |
| 7D | -0.5% | +0.1% | -0.7% | -0.6% |
| 30D | -9.1% | -18.5% | +9.4% | -3.8% |
| 3M | -4.1% | -3.6% | -0.6% | -3.8% |
| 6M | -5.5% | -3.7% | -1.8% | -6.1% |
| YTD | -8.9% | -19.0% | +10.1% | -5.5% |
| 1Y | -12.9% | -36.0% | +23.1% | -3.9% |
| 3Y | +22.1% | +2.3% | +19.8% | +10.0% |
| 5Y | +52.7% | -27.8% | +80.5% | +50.3% |
| 10Y | +152.7% | -39.0% | +191.7% | +123.5% |
| All | +152.7% | -38.6% | +191.3% | +123.5% |
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