+21.5%
ALNY vs VFC
-28.4%
+49.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.9% |
| 7D | -6.4% | -3.3% | -3.1% | -6.1% |
| 30D | +11.9% | -14.0% | +25.9% | +13.8% |
| 3M | -15.0% | -22.6% | +7.5% | -12.9% |
| 6M | -23.2% | -24.7% | +1.5% | -21.3% |
| YTD | -37.8% | -29.0% | -8.8% | -35.8% |
| 1Y | -47.3% | -13.8% | -33.5% | -46.9% |
| All | +21.5% | -28.4% | +49.9% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling