+7.4%
VNQ vs ALK
-28.7%
+36.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.2% |
| 7D | -1.0% | +2.6% | -3.6% | -1.5% |
| 30D | +6.2% | +7.8% | -1.6% | +4.5% |
| 3M | +1.5% | -15.2% | +16.8% | +4.3% |
| 6M | +2.1% | +5.0% | -2.9% | -0.3% |
| YTD | +12.8% | -18.4% | +31.2% | +14.6% |
| 1Y | +10.4% | -2.4% | +12.8% | +7.6% |
| 3Y | +44.4% | +19.8% | +24.6% | +23.7% |
| 5Y | +7.4% | -27.8% | +35.2% | +5.3% |
| All | +7.4% | -28.7% | +36.1% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling