+236.1%
ALNY vs VCLT
+17.1%
+219.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | -6.5% | -1.4% | -5.2% | -5.9% |
| 30D | +11.0% | -1.2% | +12.2% | +11.8% |
| 3M | -14.1% | -4.8% | -9.3% | -11.9% |
| 6M | -22.4% | -2.6% | -19.8% | -21.4% |
| YTD | -37.5% | -3.3% | -34.1% | -36.4% |
| 1Y | -46.9% | -4.8% | -42.1% | -45.6% |
| 3Y | +22.1% | +11.5% | +10.5% | +16.3% |
| 5Y | +31.2% | -17.0% | +48.2% | +34.1% |
| All | +236.1% | +17.1% | +219.0% | +294.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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