+377.5%
EFA vs ALK
+460.8%
-83.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +1.2% | +12.9% | -11.7% | -1.4% |
| 30D | +0.9% | +5.5% | -4.6% | -0.5% |
| 3M | -3.4% | -12.1% | +8.7% | -1.2% |
| 6M | +2.0% | +1.7% | +0.3% | +0.3% |
| YTD | +10.4% | -17.4% | +27.8% | +12.4% |
| 1Y | +13.3% | -1.9% | +15.2% | +10.9% |
| 3Y | +65.9% | +21.2% | +44.7% | +48.7% |
| 5Y | +51.5% | -27.8% | +79.3% | +49.3% |
| 10Y | +144.1% | -41.0% | +185.1% | +130.0% |
| All | +377.5% | +460.8% | -83.3% | +125.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling