+5.5%
VNQ vs ALK
-28.9%
+34.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.5% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -2.5% | -18.5% | +15.9% | +1.1% |
| 3M | +1.4% | -3.6% | +4.9% | +1.2% |
| 6M | +4.6% | -3.7% | +8.2% | +3.6% |
| YTD | +10.5% | -19.0% | +29.5% | +12.8% |
| 1Y | +8.4% | -36.0% | +44.4% | +15.8% |
| 3Y | +32.4% | +2.3% | +30.1% | +19.9% |
| 5Y | +5.5% | -27.8% | +33.2% | +0.2% |
| All | +5.5% | -28.9% | +34.3% | +0.2% |
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