+140.4%
EFA vs ALK
-37.3%
+177.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -2.4% | -3.1% | +0.8% | -1.7% |
| 30D | -2.2% | -17.1% | +14.9% | +1.7% |
| 3M | +5.7% | -3.8% | +9.4% | +5.9% |
| 6M | +8.2% | -5.3% | +13.4% | +7.8% |
| YTD | +11.8% | -20.3% | +32.0% | +15.0% |
| 1Y | +18.3% | -36.0% | +54.3% | +27.0% |
| 3Y | +64.9% | +0.8% | +64.2% | +53.0% |
| 5Y | +52.4% | -28.5% | +80.9% | +49.9% |
| All | +140.4% | -37.3% | +177.7% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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