+5.1%
VUG vs ALK
-10.2%
+15.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.7% |
| 7D | +2.5% | -1.2% | +3.7% | +2.7% |
| 30D | -6.3% | +7.7% | -14.0% | -7.5% |
| 3M | -6.0% | -19.0% | +13.0% | -2.9% |
| 6M | -3.5% | -0.2% | -3.3% | -4.4% |
| YTD | +3.9% | -23.5% | +27.4% | +5.3% |
| 1Y | +5.1% | -9.1% | +14.2% | +3.4% |
| All | +5.1% | -10.2% | +15.3% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling