+396.3%
VUG vs ALK
-37.5%
+433.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.1% | -4.3% | +1.2% |
| 7D | +0.5% | +8.9% | -8.4% | -1.5% |
| 30D | -8.2% | +5.9% | -14.1% | -9.7% |
| 3M | -5.4% | -16.5% | +11.1% | -2.0% |
| 6M | -2.5% | +2.1% | -4.7% | -4.5% |
| YTD | +4.2% | -17.1% | +21.3% | +6.0% |
| 1Y | +5.0% | -2.9% | +7.9% | +2.6% |
| 3Y | +81.7% | +24.5% | +57.3% | +60.0% |
| 5Y | +62.5% | -29.1% | +91.6% | +61.0% |
| 10Y | +396.3% | -39.1% | +435.4% | +377.8% |
| All | +396.3% | -37.5% | +433.8% | +377.8% |
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