-26.4%
ALK vs VEU
+56.2%
-82.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +0.8% |
| 7D | -0.7% | +1.1% | -1.8% | -2.2% |
| 30D | -19.2% | +2.2% | -21.4% | -21.6% |
| 3M | -1.5% | +3.0% | -4.5% | -5.5% |
| 6M | -13.1% | +10.9% | -23.9% | -23.7% |
| YTD | -16.4% | +18.2% | -34.6% | -32.5% |
| 1Y | -33.1% | +28.3% | -61.3% | -51.5% |
| 3Y | +0.6% | +74.6% | -74.0% | -50.7% |
| All | -26.4% | +56.2% | -82.6% | -58.4% |
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 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