+123.4%
ALLY vs VO
+272.6%
-149.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.6% |
| 7D | +3.7% | -0.3% | +3.9% | +4.1% |
| 30D | -2.3% | -0.3% | -1.9% | -1.8% |
| 3M | +3.8% | +2.9% | +0.9% | -0.3% |
| 6M | +9.7% | +9.3% | +0.4% | -2.9% |
| YTD | -1.4% | +14.2% | -15.6% | -17.9% |
| 1Y | +8.2% | +15.3% | -7.0% | -10.8% |
| 3Y | +66.5% | +56.2% | +10.2% | -8.2% |
| 5Y | +1.2% | +42.4% | -41.2% | -35.0% |
| 10Y | +191.4% | +194.7% | -3.3% | -19.8% |
| All | +123.4% | +272.6% | -149.2% | -47.9% |
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