+33.9%
ALNY vs VFC
-78.2%
+112.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -3.9% | -0.1% |
| 7D | -6.5% | -1.4% | -5.2% | -6.4% |
| 30D | +11.0% | -9.0% | +20.0% | +12.5% |
| 3M | -14.1% | -24.2% | +10.1% | -11.0% |
| 6M | -22.4% | -18.5% | -3.9% | -20.8% |
| YTD | -37.5% | -25.9% | -11.6% | -35.4% |
| 1Y | -46.9% | -13.0% | -33.9% | -46.7% |
| 3Y | +22.1% | -20.3% | +42.4% | +16.3% |
| All | +33.9% | -78.2% | +112.0% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling