+48.1%
VXUS vs ALK
-28.7%
+76.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +1.2% |
| 7D | -0.5% | +2.6% | -3.1% | -1.1% |
| 30D | -1.2% | +7.8% | -9.0% | -2.9% |
| 3M | -3.8% | -15.2% | +11.4% | -0.9% |
| 6M | -1.7% | +5.0% | -6.7% | -3.9% |
| YTD | +11.4% | -18.4% | +29.8% | +13.5% |
| 1Y | +13.3% | -2.4% | +15.7% | +11.0% |
| 3Y | +70.0% | +19.8% | +50.2% | +47.5% |
| 5Y | +48.1% | -27.8% | +75.9% | +44.9% |
| All | +48.1% | -28.7% | +76.8% | +44.9% |
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