+165.7%
VEA vs ALLY
+124.8%
+40.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +1.0% | +3.7% | -2.7% | 0.0% |
| 30D | +1.9% | -2.3% | +4.2% | +2.5% |
| 3M | +3.2% | +3.8% | -0.6% | +2.0% |
| 6M | +10.2% | +9.7% | +0.5% | +7.1% |
| YTD | +18.9% | -1.4% | +20.3% | +18.7% |
| 1Y | +29.3% | +8.2% | +21.1% | +25.4% |
| 3Y | +76.8% | +66.5% | +10.3% | +47.7% |
| 5Y | +61.2% | +1.2% | +60.0% | +49.5% |
| 10Y | +163.3% | +191.4% | -28.1% | +66.2% |
| All | +165.7% | +124.8% | +40.8% | +72.8% |
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