+152.6%
VEA vs ALK
+563.6%
-411.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -2.2% | +9.0% | -11.3% | -4.2% |
| 30D | -3.4% | -1.6% | -1.7% | -3.3% |
| 3M | -5.6% | -23.2% | +17.6% | -0.4% |
| 6M | -3.4% | -3.9% | +0.4% | -3.9% |
| YTD | +9.7% | -22.6% | +32.3% | +13.5% |
| 1Y | +15.4% | -5.3% | +20.7% | +13.8% |
| 3Y | +68.5% | +18.6% | +50.0% | +50.7% |
| 5Y | +49.6% | -34.4% | +84.0% | +50.6% |
| 10Y | +154.3% | -40.8% | +195.1% | +137.9% |
| All | +152.6% | +563.6% | -411.1% | +21.0% |
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