+402.3%
VNQ vs ALK
+655.7%
-253.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +2.2% | +12.9% | -10.8% | -1.7% |
| 30D | +7.1% | +5.5% | +1.6% | +4.9% |
| 3M | +0.8% | -12.1% | +12.9% | +4.1% |
| 6M | +2.2% | +1.7% | +0.5% | -0.6% |
| YTD | +12.8% | -17.4% | +30.2% | +14.8% |
| 1Y | +11.7% | -1.9% | +13.7% | +7.2% |
| 3Y | +44.5% | +21.2% | +23.2% | +20.5% |
| 5Y | +7.6% | -27.8% | +35.4% | +3.4% |
| 10Y | +85.2% | -41.0% | +126.2% | +65.4% |
| All | +402.3% | +655.7% | -253.5% | +35.0% |
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