+62.1%
VEA vs ALK
-28.9%
+91.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.2% |
| 7D | +1.9% | +0.1% | +1.7% | +1.8% |
| 30D | +0.8% | -18.5% | +19.2% | +5.0% |
| 3M | +5.7% | -3.6% | +9.2% | +5.7% |
| 6M | +13.3% | -3.7% | +17.0% | +12.5% |
| YTD | +18.4% | -19.0% | +37.4% | +21.3% |
| 1Y | +27.0% | -36.0% | +63.0% | +36.1% |
| 3Y | +79.3% | +2.3% | +76.9% | +63.4% |
| 5Y | +62.1% | -27.8% | +89.9% | +55.7% |
| All | +62.1% | -28.9% | +91.0% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling