+160.2%
VXUS vs ALK
+176.3%
-16.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -1.8% | +9.0% | -10.8% | -3.8% |
| 30D | -4.6% | -1.6% | -2.9% | -4.5% |
| 3M | -6.1% | -23.2% | +17.1% | -0.8% |
| 6M | -4.9% | -3.9% | -1.0% | -5.4% |
| YTD | +8.1% | -22.6% | +30.6% | +11.8% |
| 1Y | +12.1% | -5.3% | +17.4% | +10.4% |
| 3Y | +63.9% | +18.6% | +45.3% | +45.1% |
| 5Y | +43.1% | -34.4% | +77.5% | +43.5% |
| 10Y | +139.2% | -40.8% | +180.0% | +119.7% |
| All | +160.2% | +176.3% | -16.0% | +23.1% |
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