-41.0%
ALK vs VEU
+144.2%
-185.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.6% |
| 7D | +12.9% | +0.5% | +12.4% | +12.4% |
| 30D | +5.5% | -2.3% | +7.8% | +9.3% |
| 3M | -12.1% | -4.4% | -7.7% | -6.1% |
| 6M | +1.7% | -2.2% | +3.9% | +5.6% |
| YTD | -17.4% | +10.9% | -28.4% | -27.2% |
| 1Y | -1.9% | +13.4% | -15.3% | -15.8% |
| 3Y | +21.2% | +69.7% | -48.4% | -39.9% |
| 5Y | -27.8% | +50.0% | -77.8% | -56.9% |
| 10Y | -41.0% | +145.8% | -186.8% | -80.4% |
| All | -41.0% | +144.2% | -185.2% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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