-48.5%
VFC vs ALLY
+182.4%
-230.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.4% |
| 7D | -1.4% | -2.8% | +1.4% | +0.2% |
| 30D | +30.7% | +1.9% | +28.8% | +29.2% |
| 3M | +40.6% | -12.1% | +52.7% | +51.2% |
| 6M | +16.5% | -9.0% | +25.5% | +22.9% |
| YTD | +16.2% | -12.9% | +29.1% | +25.8% |
| 1Y | +42.4% | -0.1% | +42.5% | +42.9% |
| 3Y | +48.1% | +64.6% | -16.5% | +15.9% |
| 5Y | -67.8% | -10.1% | -57.7% | -67.4% |
| 10Y | -48.5% | +176.7% | -225.1% | -70.7% |
| All | -48.5% | +182.4% | -230.8% | -70.7% |
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