+97.4%
ALLY vs VO
+275.2%
-177.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | -0.2% |
| 7D | -2.8% | +0.2% | -3.0% | -3.3% |
| 30D | +1.9% | +2.0% | -0.1% | -1.0% |
| 3M | -12.1% | -0.3% | -11.8% | -11.9% |
| 6M | -9.0% | +7.3% | -16.3% | -17.6% |
| YTD | -12.9% | +15.0% | -27.9% | -28.3% |
| 1Y | -0.1% | +14.7% | -14.8% | -17.3% |
| 3Y | +64.6% | +67.3% | -2.7% | -17.6% |
| 5Y | -10.1% | +38.8% | -48.9% | -40.3% |
| 10Y | +176.7% | +201.6% | -24.9% | -26.0% |
| All | +97.4% | +275.2% | -177.8% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling