+159.8%
ALNY vs VTEB
+25.5%
+134.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -6.5% | -0.9% | -5.6% | -6.2% |
| 30D | +11.0% | -2.5% | +13.6% | +12.2% |
| 3M | -14.1% | -3.0% | -11.1% | -13.0% |
| 6M | -22.4% | -2.1% | -20.3% | -21.7% |
| YTD | -37.5% | -1.5% | -36.0% | -37.1% |
| 1Y | -46.9% | +0.2% | -47.1% | -46.9% |
| 3Y | +22.1% | +8.6% | +13.5% | +19.0% |
| 5Y | +31.2% | +1.2% | +30.0% | +27.8% |
| 10Y | +256.3% | +18.1% | +238.3% | +381.1% |
| All | +159.8% | +25.5% | +134.3% | +361.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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