+18.0%
VTEB vs ALK
-35.7%
+53.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.3% | +0.3% |
| 7D | -0.9% | -2.1% | +1.2% | -0.9% |
| 30D | -2.5% | -13.1% | +10.6% | -2.1% |
| 3M | -3.0% | -11.8% | +8.8% | -2.7% |
| 6M | -2.1% | -0.4% | -1.7% | -2.3% |
| YTD | -1.5% | -18.2% | +16.7% | -1.2% |
| 1Y | +0.2% | -35.5% | +35.7% | +1.1% |
| 3Y | +8.6% | +1.8% | +6.7% | +7.2% |
| 5Y | +1.2% | -26.6% | +27.8% | +0.7% |
| All | +18.0% | -35.7% | +53.7% | +13.7% |
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