+2,826.7%
VRT vs ALNY
+165.4%
+2,661.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.3% | +5.9% | +4.0% |
| 7D | +13.6% | +5.7% | +7.9% | +12.5% |
| 30D | +6.8% | +18.7% | -11.9% | +3.5% |
| 3M | -3.2% | -11.0% | +7.8% | -2.7% |
| 6M | +20.3% | -18.9% | +39.2% | +22.7% |
| YTD | +79.6% | -34.6% | +114.2% | +89.7% |
| 1Y | +139.0% | -42.8% | +181.8% | +158.0% |
| 3Y | +644.6% | +29.1% | +615.5% | +587.1% |
| 5Y | +1,024.4% | +39.6% | +984.8% | +892.3% |
| All | +2,826.7% | +165.4% | +2,661.3% | +2,260.0% |
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