+158.0%
VEA vs ALK
+607.9%
-449.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | 0.0% | +12.9% | -13.0% | -2.8% |
| 30D | -1.4% | +5.5% | -6.9% | -2.9% |
| 3M | -4.1% | -12.1% | +8.0% | -1.8% |
| 6M | -1.3% | +1.7% | -3.0% | -3.0% |
| YTD | +12.1% | -17.4% | +29.5% | +14.3% |
| 1Y | +16.1% | -1.9% | +18.0% | +13.6% |
| 3Y | +73.0% | +21.2% | +51.8% | +54.1% |
| 5Y | +55.1% | -27.8% | +82.9% | +52.8% |
| 10Y | +156.9% | -41.0% | +198.0% | +140.6% |
| All | +158.0% | +607.9% | -449.9% | +21.8% |
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