+387.8%
VUG vs ALK
-41.7%
+429.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -3.4% | +9.0% | -12.4% | -5.4% |
| 30D | -11.1% | -1.6% | -9.4% | -11.0% |
| 3M | -7.2% | -23.2% | +15.9% | -2.0% |
| 6M | -4.1% | -3.9% | -0.3% | -4.7% |
| YTD | +1.4% | -22.6% | +24.0% | +4.8% |
| 1Y | +1.9% | -5.3% | +7.2% | 0.0% |
| 3Y | +77.7% | +18.6% | +59.2% | +58.2% |
| 5Y | +57.6% | -34.4% | +92.0% | +58.9% |
| All | +387.8% | -41.7% | +429.5% | +384.3% |
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