+2,060.0%
VGT vs ALK
+546.1%
+1,514.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -4.1% | +12.9% | -17.1% | -6.9% |
| 30D | -13.6% | +5.5% | -19.2% | -15.1% |
| 3M | -8.0% | -12.1% | +4.1% | -5.7% |
| 6M | -1.5% | +1.7% | -3.2% | -3.4% |
| YTD | +17.7% | -17.4% | +35.1% | +20.1% |
| 1Y | +13.8% | -1.9% | +15.7% | +11.1% |
| 3Y | +101.6% | +21.2% | +80.3% | +79.8% |
| 5Y | +106.7% | -27.8% | +134.5% | +105.9% |
| 10Y | +717.0% | -41.0% | +758.0% | +675.4% |
| All | +2,060.0% | +546.1% | +1,514.0% | +934.4% |
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