+173.7%
VEA vs ALK
+616.5%
-442.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | +1.0% | -0.7% | +1.6% | +1.1% |
| 30D | +1.9% | -19.2% | +21.2% | +6.8% |
| 3M | +3.2% | -1.5% | +4.7% | +2.8% |
| 6M | +10.2% | -13.1% | +23.3% | +12.0% |
| YTD | +18.9% | -16.4% | +35.3% | +21.4% |
| 1Y | +29.3% | -33.1% | +62.4% | +38.0% |
| 3Y | +76.8% | +0.6% | +76.1% | +64.8% |
| 5Y | +61.2% | -26.4% | +87.6% | +58.2% |
| 10Y | +163.3% | -34.2% | +197.5% | +141.1% |
| All | +173.7% | +616.5% | -442.8% | +29.4% |
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