+194.9%
ALLY vs VO
+206.8%
-11.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | -3.0% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | +3.4% | +0.5% | +2.9% | +2.6% |
| 3M | -11.1% | -1.0% | -10.0% | -9.9% |
| 6M | -11.5% | +6.4% | -17.9% | -19.3% |
| YTD | -12.3% | +13.6% | -25.9% | -27.3% |
| 1Y | +1.1% | +14.5% | -13.4% | -16.9% |
| 3Y | +64.8% | +67.2% | -2.4% | -20.5% |
| 5Y | -6.9% | +36.1% | -42.9% | -37.9% |
| 10Y | +194.9% | +199.3% | -4.4% | -32.0% |
| All | +194.9% | +206.8% | -11.9% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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