-46.1%
VFC vs ALLY
+201.0%
-247.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.1% |
| 7D | +7.7% | -0.2% | +7.9% | +7.8% |
| 30D | +39.2% | +3.4% | +35.8% | +36.5% |
| 3M | +40.3% | -11.1% | +51.3% | +49.8% |
| 6M | +11.4% | -11.5% | +22.9% | +19.5% |
| YTD | +17.5% | -12.3% | +29.9% | +26.8% |
| 1Y | +45.9% | +1.1% | +44.8% | +45.4% |
| 3Y | +47.3% | +64.8% | -17.5% | +15.2% |
| 5Y | -67.2% | -6.9% | -60.3% | -67.4% |
| 10Y | -46.1% | +194.9% | -241.0% | -70.4% |
| All | -46.1% | +201.0% | -247.1% | -70.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling