+74.0%
VTI vs ALK
-28.9%
+102.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.2% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | -1.1% | -18.5% | +17.4% | +3.5% |
| 3M | +3.9% | -3.6% | +7.5% | +3.9% |
| 6M | +14.6% | -3.7% | +18.3% | +13.5% |
| YTD | +13.3% | -19.0% | +32.3% | +16.3% |
| 1Y | +19.2% | -36.0% | +55.2% | +29.3% |
| 3Y | +77.4% | +2.3% | +75.1% | +60.5% |
| 5Y | +74.0% | -27.8% | +101.8% | +68.5% |
| All | +74.0% | -28.9% | +102.9% | +68.5% |
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