+0.8%
VTEB vs ALK
-31.3%
+32.1%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -1.2% | -3.1% | +1.9% | -1.2% |
| 30D | -2.9% | -17.1% | +14.3% | -2.6% |
| 3M | -3.2% | -3.8% | +0.6% | -3.1% |
| 6M | -2.6% | -5.3% | +2.6% | -2.7% |
| YTD | -1.8% | -20.3% | +18.4% | -1.7% |
| 1Y | +0.2% | -36.0% | +36.2% | +0.6% |
| 3Y | +8.2% | +0.8% | +7.5% | +7.4% |
| 5Y | +0.8% | -28.5% | +29.3% | +0.2% |
| All | +0.8% | -31.3% | +32.1% | +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