+492.0%
ALNY vs VT
+346.0%
+146.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | -5.5% | -2.3% | -3.2% | -3.3% |
| 30D | -30.5% | -5.0% | -25.6% | -26.8% |
| 3M | -27.8% | -4.9% | -23.0% | -24.0% |
| 6M | -48.5% | -1.5% | -47.0% | -48.4% |
| YTD | -60.8% | +8.5% | -69.3% | -64.5% |
| 1Y | -64.6% | +11.4% | -76.0% | -68.8% |
| 3Y | -6.7% | +70.1% | -76.8% | -47.0% |
| 5Y | -16.7% | +53.7% | -70.5% | -47.6% |
| 10Y | +362.0% | +220.0% | +142.1% | +32.4% |
| All | +492.0% | +346.0% | +146.0% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling