+2,486.9%
VRT vs ALNY
+153.8%
+2,333.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | -8.4% | -6.5% | -1.8% | -7.3% |
| 30D | -10.9% | +11.0% | -21.9% | -12.6% |
| 3M | -13.7% | -14.1% | +0.4% | -12.7% |
| 6M | -4.1% | -22.4% | +18.3% | -1.5% |
| YTD | +58.7% | -37.5% | +96.2% | +69.0% |
| 1Y | +89.6% | -46.9% | +136.6% | +107.5% |
| 3Y | +558.1% | +22.1% | +536.1% | +513.3% |
| 5Y | +953.0% | +31.2% | +921.8% | +838.7% |
| All | +2,486.9% | +153.8% | +2,333.1% | +2,002.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling