+2,457.3%
VGT vs ALNY
+3,976.7%
-1,519.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -0.2% | -6.5% | +6.4% | +0.7% |
| 30D | -0.4% | +11.0% | -11.5% | -1.9% |
| 3M | +4.4% | -14.1% | +18.5% | +5.2% |
| 6M | +32.1% | -22.4% | +54.5% | +34.6% |
| YTD | +28.8% | -37.5% | +66.2% | +34.9% |
| 1Y | +35.3% | -46.9% | +82.3% | +44.6% |
| 3Y | +124.8% | +22.1% | +102.7% | +109.2% |
| 5Y | +137.9% | +31.2% | +106.7% | +113.0% |
| 10Y | +814.2% | +256.3% | +557.9% | +558.4% |
| All | +2,457.3% | +3,976.7% | -1,519.4% | +1,138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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