+934.0%
VTI vs ALNY
+3,976.7%
-3,042.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | -0.9% | -6.5% | +5.6% | -0.1% |
| 30D | -1.4% | +11.0% | -12.5% | -2.8% |
| 3M | +3.6% | -14.1% | +17.7% | +4.5% |
| 6M | +13.6% | -22.4% | +36.0% | +15.8% |
| YTD | +12.9% | -37.5% | +50.4% | +18.0% |
| 1Y | +17.2% | -46.9% | +64.1% | +24.7% |
| 3Y | +75.7% | +22.1% | +53.6% | +64.8% |
| 5Y | +75.4% | +31.2% | +44.2% | +58.4% |
| 10Y | +303.3% | +256.3% | +47.0% | +194.2% |
| All | +934.0% | +3,976.7% | -3,042.7% | +420.6% |
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