-49.4%
VG vs ALK
-42.3%
-7.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +8.8% | -16.4% | -6.9% |
| 7D | -16.4% | +12.4% | -28.8% | -15.4% |
| 30D | -10.8% | +2.1% | -12.8% | -10.1% |
| 3M | -6.3% | -23.9% | +17.6% | -6.4% |
| 6M | -12.5% | +8.2% | -20.7% | -15.2% |
| YTD | +76.9% | -20.5% | +97.4% | +81.4% |
| 1Y | +51.8% | -1.0% | +52.8% | +38.2% |
| All | -49.4% | -42.3% | -7.1% | -26.5% |
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