+150.5%
VEA vs ALLY
+95.5%
+55.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.5% | -0.2% |
| 7D | 0.0% | -0.7% | +0.6% | +0.2% |
| 30D | -1.4% | +1.1% | -2.5% | -1.8% |
| 3M | -4.1% | -13.2% | +9.1% | -0.5% |
| 6M | -1.3% | -13.5% | +12.1% | +2.3% |
| YTD | +12.1% | -14.3% | +26.4% | +16.0% |
| 1Y | +16.1% | -1.1% | +17.2% | +15.5% |
| 3Y | +73.0% | +62.0% | +11.0% | +45.7% |
| 5Y | +55.1% | -9.6% | +64.8% | +48.5% |
| 10Y | +156.9% | +176.0% | -19.0% | +64.2% |
| All | +150.5% | +95.5% | +55.0% | +69.0% |
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