+95.6%
ALLY vs VT
+257.0%
-161.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -1.2% | -1.6% | +0.4% | +1.2% |
| 30D | +1.0% | -2.5% | +3.4% | +4.6% |
| 3M | -13.2% | -1.3% | -11.9% | -11.7% |
| 6M | -11.2% | +3.1% | -14.3% | -15.5% |
| YTD | -13.7% | +10.9% | -24.7% | -26.3% |
| 1Y | -0.8% | +12.1% | -12.8% | -16.3% |
| 3Y | +53.4% | +73.9% | -20.5% | -30.5% |
| 5Y | -10.1% | +58.0% | -68.1% | -51.8% |
| 10Y | +188.9% | +225.5% | -36.5% | -33.0% |
| All | +95.6% | +257.0% | -161.4% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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