-62.0%
ALNY vs VFC
+52.5%
-114.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.7% | +0.4% |
| 7D | -30.7% | +21.5% | -52.2% | -32.0% |
| 30D | -26.7% | +46.7% | -73.4% | -30.3% |
| 3M | -26.4% | +38.4% | -64.8% | -29.6% |
| 6M | -45.9% | +15.2% | -61.2% | -47.4% |
| YTD | -59.5% | +17.8% | -77.3% | -60.7% |
| 1Y | -62.0% | +55.6% | -117.5% | -61.6% |
| All | -62.0% | +52.5% | -114.4% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling