+48.5%
VCIT vs ALLY
+101.5%
-53.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.3% |
| 7D | +0.5% | -1.1% | +1.6% | +0.5% |
| 30D | +2.1% | +4.2% | -2.1% | +1.9% |
| 3M | -1.6% | -12.4% | +10.8% | -1.2% |
| 6M | -1.6% | -8.7% | +7.1% | -1.3% |
| YTD | -1.5% | -11.6% | +10.1% | -1.2% |
| 1Y | -0.4% | +0.2% | -0.5% | -0.5% |
| 3Y | +19.6% | +57.1% | -37.5% | +17.2% |
| 5Y | +3.3% | -6.8% | +10.1% | +2.0% |
| 10Y | +28.9% | +200.4% | -171.5% | +23.5% |
| All | +48.5% | +101.5% | -53.0% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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