+294.7%
VWO vs ALK
+479.6%
-184.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.3% |
| 7D | +2.0% | -1.2% | +3.2% | +2.2% |
| 30D | -4.3% | +7.7% | -12.0% | -6.3% |
| 3M | -6.4% | -19.0% | +12.6% | -2.2% |
| 6M | -5.6% | -0.2% | -5.4% | -7.1% |
| YTD | +5.2% | -23.5% | +28.7% | +9.1% |
| 1Y | +5.2% | -9.1% | +14.3% | +4.4% |
| 3Y | +55.5% | +12.0% | +43.5% | +39.3% |
| 5Y | +25.6% | -30.9% | +56.4% | +23.9% |
| 10Y | +110.8% | -45.6% | +156.4% | +98.3% |
| All | +294.7% | +479.6% | -184.9% | +63.0% |
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