+243.5%
ALNY vs VCIT
+30.4%
+213.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.4% |
| 7D | -0.8% | -0.5% | -0.3% | -0.3% |
| 30D | -29.6% | +1.0% | -30.6% | -30.3% |
| 3M | -27.7% | -1.4% | -26.3% | -26.7% |
| 6M | -43.9% | -2.1% | -41.8% | -42.7% |
| YTD | -59.8% | -1.8% | -58.0% | -59.1% |
| 1Y | -64.6% | -1.4% | -63.3% | -64.2% |
| 3Y | -1.3% | +19.3% | -20.5% | -14.8% |
| 5Y | -7.6% | +4.1% | -11.8% | -16.3% |
| 10Y | +243.5% | +30.9% | +212.5% | +285.9% |
| All | +243.5% | +30.4% | +213.1% | +285.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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