-22.4%
ALNY vs VTV
+13.5%
-35.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | -0.3% |
| 7D | -6.5% | -1.1% | -5.5% | -5.4% |
| 30D | +11.0% | -1.0% | +12.1% | +12.4% |
| 3M | -14.1% | +4.6% | -18.7% | -17.5% |
| 6M | -22.4% | +13.5% | -35.9% | -33.3% |
| All | -22.4% | +13.5% | -35.9% | -33.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling