+33.9%
ALNY vs VCLT
-17.2%
+51.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.4% |
| 7D | -6.5% | -1.4% | -5.2% | -5.4% |
| 30D | +11.0% | -1.2% | +12.2% | +12.3% |
| 3M | -14.1% | -4.8% | -9.3% | -10.5% |
| 6M | -22.4% | -2.6% | -19.8% | -20.7% |
| YTD | -37.5% | -3.3% | -34.1% | -35.7% |
| 1Y | -46.9% | -4.8% | -42.1% | -44.7% |
| 3Y | +22.1% | +11.5% | +10.5% | +11.2% |
| All | +33.9% | -17.2% | +51.1% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling