+236.1%
ALNY vs VFC
-69.1%
+305.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -0.3% |
| 7D | -6.5% | -1.4% | -5.2% | -6.3% |
| 30D | +11.0% | -9.0% | +20.0% | +12.8% |
| 3M | -14.1% | -24.2% | +10.1% | -10.4% |
| 6M | -22.4% | -18.5% | -3.9% | -20.4% |
| YTD | -37.5% | -25.9% | -11.6% | -34.9% |
| 1Y | -46.9% | -13.0% | -33.9% | -46.7% |
| 3Y | +22.1% | -20.3% | +42.4% | +14.6% |
| 5Y | +31.2% | -78.1% | +109.3% | +63.2% |
| All | +236.1% | -69.1% | +305.2% | +236.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling