+111.6%
VWO vs ALK
-37.3%
+148.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -1.7% | -3.1% | +1.4% | -1.1% |
| 30D | -0.3% | -17.1% | +16.8% | +3.3% |
| 3M | +4.0% | -3.8% | +7.7% | +4.2% |
| 6M | +8.1% | -5.3% | +13.4% | +7.8% |
| YTD | +11.6% | -20.3% | +31.9% | +14.6% |
| 1Y | +16.2% | -36.0% | +52.2% | +24.1% |
| 3Y | +63.3% | +0.8% | +62.5% | +52.3% |
| 5Y | +33.4% | -28.5% | +61.8% | +31.1% |
| All | +111.6% | -37.3% | +148.9% | +91.4% |
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 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