+80.0%
VUG vs ALK
+20.7%
+59.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.9% |
| 7D | -1.1% | +2.6% | -3.6% | -1.5% |
| 30D | -7.0% | +7.8% | -14.8% | -8.5% |
| 3M | -3.7% | -15.2% | +11.5% | -1.0% |
| 6M | -1.6% | +5.0% | -6.7% | -3.7% |
| YTD | +5.1% | -18.4% | +23.6% | +7.0% |
| 1Y | +3.8% | -2.4% | +6.2% | +1.5% |
| All | +80.0% | +20.7% | +59.3% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling