+36.4%
VFC vs ALLY
+54.4%
-18.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +1.6% |
| 7D | +11.2% | +0.9% | +10.3% | +10.3% |
| 30D | +41.5% | +3.1% | +38.4% | +37.7% |
| 3M | +38.9% | -12.6% | +51.5% | +55.3% |
| 6M | +6.1% | -12.4% | +18.6% | +18.6% |
| YTD | +14.5% | -13.2% | +27.7% | +28.5% |
| 1Y | +46.0% | +1.8% | +44.1% | +42.6% |
| 3Y | +36.4% | +58.0% | -21.6% | -20.6% |
| All | +36.4% | +54.4% | -18.0% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling