+2,020.8%
VGT vs ALK
+505.6%
+1,515.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.7% | +1.2% |
| 7D | -7.2% | +9.0% | -16.3% | -9.3% |
| 30D | -16.1% | -1.6% | -14.5% | -16.1% |
| 3M | -9.2% | -23.2% | +14.0% | -3.8% |
| 6M | -0.7% | -3.9% | +3.2% | -1.3% |
| YTD | +15.6% | -22.6% | +38.1% | +19.7% |
| 1Y | +14.4% | -5.3% | +19.7% | +12.5% |
| 3Y | +105.2% | +18.6% | +86.6% | +84.0% |
| 5Y | +100.0% | -34.4% | +134.4% | +103.9% |
| 10Y | +712.1% | -40.8% | +752.9% | +670.4% |
| All | +2,020.8% | +505.6% | +1,515.1% | +931.6% |
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