+378.5%
ALK vs VEU
+192.1%
+186.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.0% |
| 7D | -0.7% | +1.1% | -1.8% | -1.8% |
| 30D | -19.2% | +2.2% | -21.4% | -20.9% |
| 3M | -1.5% | +3.0% | -4.5% | -4.2% |
| 6M | -13.1% | +10.9% | -23.9% | -20.4% |
| YTD | -16.4% | +18.2% | -34.6% | -28.0% |
| 1Y | -33.1% | +28.3% | -61.3% | -46.7% |
| 3Y | +0.6% | +74.6% | -74.0% | -39.7% |
| 5Y | -26.4% | +56.4% | -82.8% | -50.3% |
| 10Y | -34.2% | +153.0% | -187.2% | -69.3% |
| All | +378.5% | +192.1% | +186.4% | +98.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling