+253.8%
ALNY vs VT
+221.4%
+32.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.8% |
| 7D | +5.7% | +1.0% | +4.7% | +4.7% |
| 30D | +18.7% | -0.2% | +18.9% | +19.0% |
| 3M | -11.0% | +4.5% | -15.5% | -15.4% |
| 6M | -18.9% | +14.1% | -32.9% | -29.2% |
| YTD | -34.6% | +14.8% | -49.4% | -43.3% |
| 1Y | -42.8% | +21.2% | -64.0% | -53.1% |
| 3Y | +29.1% | +76.6% | -47.4% | -26.3% |
| 5Y | +39.6% | +66.6% | -27.0% | -16.1% |
| 10Y | +253.8% | +222.3% | +31.5% | -14.0% |
| All | +253.8% | +221.4% | +32.3% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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