-2.6%
ALLY vs VYM
+76.9%
-79.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.2% |
| 7D | -1.9% | -1.0% | -1.0% | -0.2% |
| 30D | -4.5% | -2.0% | -2.4% | -0.8% |
| 3M | -2.8% | +3.1% | -5.9% | -7.8% |
| 6M | +10.3% | +8.9% | +1.4% | -5.3% |
| YTD | -5.7% | +14.7% | -20.4% | -26.4% |
| 1Y | +3.9% | +19.4% | -15.5% | -24.3% |
| 3Y | +64.7% | +65.4% | -0.7% | -33.5% |
| 5Y | -2.6% | +77.6% | -80.1% | -63.0% |
| All | -2.6% | +76.9% | -79.5% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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