-39.3%
VG vs ALK
-39.3%
0.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -0.4% |
| 7D | +1.7% | -0.7% | +2.4% | +1.7% |
| 30D | +16.0% | -19.2% | +35.2% | +15.4% |
| 3M | +9.7% | -1.5% | +11.2% | +8.2% |
| 6M | +29.6% | -13.1% | +42.6% | +32.4% |
| YTD | +112.0% | -16.4% | +128.4% | +116.4% |
| 1Y | +12.8% | -33.1% | +45.9% | +27.3% |
| All | -39.3% | -39.3% | 0.0% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling