+33.9%
ALNY vs VTV
+80.6%
-46.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | -0.2% |
| 7D | -6.5% | -1.1% | -5.5% | -5.5% |
| 30D | +11.0% | -1.0% | +12.1% | +12.3% |
| 3M | -14.1% | +4.6% | -18.7% | -17.7% |
| 6M | -22.4% | +13.5% | -35.9% | -31.2% |
| YTD | -37.5% | +18.5% | -56.0% | -46.8% |
| 1Y | -46.9% | +22.9% | -69.8% | -56.5% |
| 3Y | +22.1% | +67.8% | -45.8% | -26.1% |
| All | +33.9% | +80.6% | -46.8% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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