+405.3%
VUG vs ALK
-41.4%
+446.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.0% |
| 7D | -1.1% | +2.6% | -3.6% | -1.6% |
| 30D | -7.0% | +7.8% | -14.8% | -8.9% |
| 3M | -3.7% | -15.2% | +11.5% | -0.5% |
| 6M | -1.6% | +5.0% | -6.7% | -4.2% |
| YTD | +5.1% | -18.4% | +23.6% | +7.3% |
| 1Y | +3.8% | -2.4% | +6.2% | +1.2% |
| 3Y | +79.9% | +19.8% | +60.1% | +59.8% |
| 5Y | +66.4% | -27.8% | +94.2% | +64.2% |
| 10Y | +405.3% | -42.0% | +447.2% | +382.7% |
| All | +405.3% | -41.4% | +446.7% | +382.7% |
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