-2.4%
ALNY vs VLTO
+56.4%
-58.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.7% | +5.1% |
| 7D | +5.8% | +1.0% | +4.8% | +5.5% |
| 30D | -26.5% | +17.5% | -44.0% | -31.1% |
| 3M | -27.3% | +21.4% | -48.7% | -32.9% |
| 6M | -43.4% | +38.1% | -81.5% | -49.6% |
| YTD | -58.5% | +19.0% | -77.5% | -61.3% |
| 1Y | -63.6% | +20.7% | -84.3% | -66.3% |
| 3Y | 0.0% | +64.3% | -64.3% | -14.7% |
| All | -2.4% | +56.4% | -58.8% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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