+3,482.5%
VMC vs ALK
+770.6%
+2,711.9%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | +0.5% | +9.0% | -8.5% | -1.7% |
| 30D | +15.8% | -1.6% | +17.4% | +16.1% |
| 3M | +0.6% | -23.2% | +23.8% | +7.1% |
| 6M | -4.0% | -3.9% | -0.2% | -4.1% |
| YTD | -0.3% | -22.6% | +22.3% | +4.0% |
| 1Y | -0.5% | -5.3% | +4.8% | -1.8% |
| 3Y | +39.6% | +18.6% | +21.0% | +23.8% |
| 5Y | +50.1% | -34.4% | +84.4% | +52.7% |
| 10Y | +163.9% | -40.8% | +204.7% | +153.5% |
| All | +3,482.5% | +770.6% | +2,711.9% | +1,437.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling