-39.0%
ALK vs VEU
+149.3%
-188.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.5% |
| 7D | +0.1% | +1.7% | -1.5% | -2.2% |
| 30D | -18.5% | +1.0% | -19.4% | -19.5% |
| 3M | -3.6% | +5.6% | -9.2% | -10.4% |
| 6M | -3.7% | +13.7% | -17.4% | -18.6% |
| YTD | -19.0% | +17.7% | -36.7% | -34.4% |
| 1Y | -36.0% | +25.8% | -61.8% | -52.7% |
| 3Y | +2.3% | +77.1% | -74.8% | -52.2% |
| 5Y | -27.8% | +57.1% | -84.9% | -59.7% |
| 10Y | -39.0% | +149.8% | -188.8% | -80.9% |
| All | -39.0% | +149.3% | -188.2% | -80.9% |
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