+73.7%
ALLY vs VLTO
+54.1%
+19.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -1.1% | +12.0% | -13.1% | -5.8% |
| 30D | +4.2% | +20.8% | -16.7% | -3.9% |
| 3M | -12.4% | +20.1% | -32.5% | -19.1% |
| 6M | -8.7% | +32.6% | -41.3% | -19.7% |
| YTD | -11.6% | +17.3% | -29.0% | -17.8% |
| 1Y | +0.2% | +17.3% | -17.1% | -7.0% |
| 3Y | +57.1% | +66.9% | -9.8% | +28.7% |
| All | +73.7% | +54.1% | +19.5% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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