+1,360.2%
ALNY vs VCLT
+100.6%
+1,259.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.8% |
| 7D | -6.4% | -1.3% | -5.1% | -6.2% |
| 30D | +11.9% | -1.1% | +13.0% | +12.2% |
| 3M | -15.0% | -3.7% | -11.3% | -14.4% |
| 6M | -23.2% | -4.0% | -19.2% | -22.6% |
| YTD | -37.8% | -3.4% | -34.4% | -37.3% |
| 1Y | -47.3% | -4.1% | -43.1% | -46.8% |
| 3Y | +22.9% | +11.0% | +11.9% | +21.4% |
| 5Y | +30.6% | -17.0% | +47.6% | +24.6% |
| 10Y | +254.6% | +16.7% | +238.0% | +296.0% |
| All | +1,360.2% | +100.6% | +1,259.7% | +2,446.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling