+180.6%
VXUS vs ALNY
+2,336.3%
-2,155.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +0.3% | -3.5% | +3.8% | +0.6% |
| 30D | +0.7% | +18.9% | -18.2% | -1.0% |
| 3M | +4.8% | -13.3% | +18.1% | +5.3% |
| 6M | +11.3% | -20.3% | +31.6% | +12.7% |
| YTD | +16.5% | -35.1% | +51.6% | +20.1% |
| 1Y | +24.3% | -46.5% | +70.8% | +30.3% |
| 3Y | +74.5% | +28.1% | +46.4% | +65.2% |
| 5Y | +54.3% | +36.1% | +18.3% | +41.9% |
| 10Y | +150.1% | +269.7% | -119.6% | +94.7% |
| All | +180.6% | +2,336.3% | -2,155.7% | +26.6% |
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