+412.8%
ALK vs EFV
+240.5%
+172.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +2.0% |
| 7D | +9.0% | -0.7% | +9.7% | +10.0% |
| 30D | -1.6% | +0.9% | -2.5% | -2.3% |
| 3M | -23.2% | -3.6% | -19.6% | -20.1% |
| 6M | -3.9% | +2.5% | -6.4% | -5.6% |
| YTD | -22.6% | +13.2% | -35.8% | -30.1% |
| 1Y | -5.3% | +20.3% | -25.7% | -19.2% |
| 3Y | +18.6% | +84.9% | -66.3% | -32.2% |
| 5Y | -34.4% | +87.7% | -122.1% | -62.5% |
| 10Y | -40.8% | +160.7% | -201.5% | -72.9% |
| All | +412.8% | +240.5% | +172.2% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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