+100.2%
ALLY vs VO
+261.3%
-161.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.1% | +3.5% |
| 7D | -1.1% | -3.3% | +2.2% | +3.6% |
| 30D | +4.2% | -1.8% | +6.0% | +6.8% |
| 3M | -12.4% | -3.4% | -9.0% | -8.2% |
| 6M | -8.7% | +3.0% | -11.7% | -12.4% |
| YTD | -11.6% | +10.7% | -22.4% | -23.3% |
| 1Y | +0.2% | +11.8% | -11.6% | -14.1% |
| 3Y | +57.1% | +60.4% | -3.3% | -16.6% |
| 5Y | -6.8% | +33.6% | -40.4% | -34.8% |
| 10Y | +200.4% | +202.0% | -1.6% | -18.6% |
| All | +100.2% | +261.3% | -161.0% | -51.3% |
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 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