+395.7%
EFA vs ALK
+467.5%
-71.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | +0.6% | -0.7% | +1.2% | +0.7% |
| 30D | +0.9% | -19.2% | +20.1% | +5.4% |
| 3M | +4.9% | -1.5% | +6.4% | +4.5% |
| 6M | +8.6% | -13.1% | +21.6% | +10.2% |
| YTD | +14.6% | -16.4% | +31.0% | +16.8% |
| 1Y | +22.6% | -33.1% | +55.7% | +30.4% |
| 3Y | +66.5% | +0.6% | +65.9% | +55.8% |
| 5Y | +54.5% | -26.4% | +80.9% | +51.9% |
| 10Y | +144.8% | -34.2% | +178.9% | +125.8% |
| All | +395.7% | +467.5% | -71.8% | +133.9% |
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