+35.2%
VWO vs ALK
-28.1%
+63.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | +0.2% | -3.0% | +3.1% | +0.7% |
| 30D | +0.9% | -14.6% | +15.5% | +3.7% |
| 3M | +4.3% | -10.6% | +14.8% | +5.8% |
| 6M | +10.5% | -6.7% | +17.2% | +10.5% |
| YTD | +13.4% | -19.8% | +33.1% | +15.9% |
| 1Y | +18.6% | -35.2% | +53.8% | +25.6% |
| 3Y | +65.8% | +1.4% | +64.4% | +53.2% |
| 5Y | +35.2% | -30.7% | +65.9% | +30.7% |
| All | +35.2% | -28.1% | +63.3% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling