+123.4%
ALLY vs VYM
+300.0%
-176.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.9% |
| 7D | +3.7% | 0.0% | +3.7% | +3.7% |
| 30D | -2.3% | -0.5% | -1.7% | -1.4% |
| 3M | +3.8% | +3.0% | +0.8% | -0.8% |
| 6M | +9.7% | +8.2% | +1.5% | -2.7% |
| YTD | -1.4% | +15.8% | -17.2% | -21.3% |
| 1Y | +8.2% | +20.8% | -12.6% | -18.7% |
| 3Y | +66.5% | +65.3% | +1.2% | -20.5% |
| 5Y | +1.2% | +76.6% | -75.4% | -54.1% |
| 10Y | +191.4% | +203.9% | -12.5% | -28.7% |
| All | +123.4% | +300.0% | -176.6% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling