+1,197.0%
VST vs ALNY
+259.9%
+937.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -2.3% |
| 7D | +2.0% | -6.4% | +8.4% | +2.5% |
| 30D | +1.5% | +11.9% | -10.4% | +0.5% |
| 3M | +6.3% | -15.0% | +21.3% | +6.9% |
| 6M | -10.3% | -23.2% | +12.9% | -9.1% |
| YTD | -8.6% | -37.8% | +29.2% | -5.7% |
| 1Y | -29.3% | -47.3% | +17.9% | -26.1% |
| 3Y | +344.9% | +22.9% | +322.1% | +328.7% |
| 5Y | +774.8% | +30.6% | +744.2% | +725.2% |
| All | +1,197.0% | +259.9% | +937.1% | +1,022.7% |
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