+407.5%
VUG vs ALK
-45.1%
+452.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | +0.9% |
| 7D | +4.4% | +0.9% | +3.5% | +4.1% |
| 30D | -7.3% | +3.3% | -10.6% | -8.4% |
| 3M | -4.2% | -17.6% | +13.3% | -0.5% |
| 6M | -1.6% | +0.8% | -2.4% | -3.3% |
| YTD | +4.9% | -22.4% | +27.3% | +8.3% |
| 1Y | +3.8% | -10.1% | +13.9% | +3.2% |
| 3Y | +79.4% | +14.0% | +65.4% | +61.1% |
| 5Y | +63.9% | -29.8% | +93.7% | +62.9% |
| All | +407.5% | -45.1% | +452.6% | +388.6% |
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