+60.6%
VNQ vs ALK
-37.3%
+97.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.7% |
| 7D | -2.6% | -3.1% | +0.5% | -1.9% |
| 30D | -2.3% | -17.1% | +14.8% | +1.9% |
| 3M | -2.8% | -3.8% | +1.0% | -2.8% |
| 6M | +2.5% | -5.3% | +7.8% | +1.8% |
| YTD | +8.4% | -20.3% | +28.7% | +11.5% |
| 1Y | +6.8% | -36.0% | +42.7% | +15.3% |
| 3Y | +29.9% | +0.8% | +29.2% | +18.3% |
| 5Y | +7.2% | -28.5% | +35.7% | +4.5% |
| All | +60.6% | -37.3% | +97.9% | +33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling