+123.4%
ALLY vs VCLT
+46.4%
+77.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +3.7% | -0.5% | +4.2% | +4.0% |
| 30D | -2.3% | -0.9% | -1.4% | -1.8% |
| 3M | +3.8% | -3.2% | +7.1% | +6.0% |
| 6M | +9.7% | -3.8% | +13.5% | +12.5% |
| YTD | -1.4% | -2.0% | +0.6% | 0.0% |
| 1Y | +8.2% | -0.8% | +9.0% | +9.0% |
| 3Y | +66.5% | +12.3% | +54.2% | +56.3% |
| 5Y | +1.2% | -15.4% | +16.6% | +6.0% |
| 10Y | +191.4% | +15.7% | +175.7% | +202.2% |
| All | +123.4% | +46.4% | +77.0% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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