-9.0%
ALLY vs VO
+36.2%
-45.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +0.4% | +3.1% | -2.7% | -4.0% |
| 30D | +5.2% | +2.2% | +3.0% | +1.8% |
| 3M | -13.3% | -2.5% | -10.8% | -10.2% |
| 6M | -6.7% | +7.0% | -13.6% | -15.5% |
| YTD | -12.8% | +14.0% | -26.8% | -28.1% |
| 1Y | +0.7% | +15.6% | -15.0% | -18.6% |
| 3Y | +65.2% | +66.2% | -1.0% | -19.9% |
| All | -9.0% | +36.2% | -45.2% | -43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling