-33.9%
ALK vs VEU
+45.1%
-79.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.4% |
| 7D | +9.0% | -1.6% | +10.7% | +11.8% |
| 30D | -1.6% | -4.3% | +2.7% | +4.9% |
| 3M | -23.2% | -5.8% | -17.3% | -16.2% |
| 6M | -3.9% | -4.4% | +0.5% | +2.8% |
| YTD | -22.6% | +8.7% | -31.2% | -29.7% |
| 1Y | -5.3% | +12.6% | -18.0% | -17.9% |
| 3Y | +18.6% | +65.2% | -46.7% | -37.8% |
| All | -33.9% | +45.1% | -79.0% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling