+3,585.7%
ALNY vs VFC
+112.4%
+3,473.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.2% |
| 7D | -3.5% | -2.3% | -1.2% | -2.9% |
| 30D | +18.9% | -13.4% | +32.3% | +23.8% |
| 3M | -13.3% | -23.7% | +10.4% | -7.3% |
| 6M | -20.3% | -24.5% | +4.2% | -15.1% |
| YTD | -35.1% | -27.8% | -7.3% | -30.3% |
| 1Y | -46.5% | -13.5% | -33.0% | -46.3% |
| 3Y | +28.1% | -27.1% | +55.2% | +16.0% |
| 5Y | +36.1% | -79.0% | +115.1% | +91.6% |
| 10Y | +269.7% | -68.7% | +338.4% | +273.3% |
| All | +3,585.7% | +112.4% | +3,473.4% | +1,306.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling