+1,250.4%
VUG vs ALK
+553.8%
+696.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | -0.1% | -0.7% | +0.6% | 0.0% |
| 30D | -0.3% | -19.2% | +18.9% | +4.3% |
| 3M | -0.7% | -1.5% | +0.8% | -1.1% |
| 6M | +14.6% | -13.1% | +27.7% | +16.3% |
| YTD | +9.0% | -16.4% | +25.4% | +11.1% |
| 1Y | +14.9% | -33.1% | +47.9% | +22.2% |
| 3Y | +86.0% | +0.6% | +85.4% | +74.7% |
| 5Y | +76.7% | -26.4% | +103.1% | +75.2% |
| 10Y | +411.3% | -34.2% | +445.5% | +375.3% |
| All | +1,250.4% | +553.8% | +696.6% | +583.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling