+453.6%
ALK vs EFV
+258.8%
+194.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.7% |
| 7D | -0.7% | +1.5% | -2.2% | -2.1% |
| 30D | -19.2% | +1.7% | -21.0% | -20.6% |
| 3M | -1.5% | +8.6% | -10.2% | -9.0% |
| 6M | -13.1% | +11.7% | -24.7% | -20.9% |
| YTD | -16.4% | +19.3% | -35.7% | -28.5% |
| 1Y | -33.1% | +30.2% | -63.3% | -47.3% |
| 3Y | +0.6% | +91.6% | -91.0% | -44.6% |
| 5Y | -26.4% | +96.4% | -122.8% | -59.9% |
| 10Y | -34.2% | +166.5% | -200.6% | -70.8% |
| All | +453.6% | +258.8% | +194.7% | +109.8% |
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