-65.8%
VFC vs ALLY
+124.8%
-190.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.2% |
| 7D | -1.6% | +3.7% | -5.3% | -3.6% |
| 30D | -11.6% | -2.3% | -9.4% | -10.5% |
| 3M | -18.1% | +3.8% | -21.9% | -19.5% |
| 6M | -27.4% | +9.7% | -37.1% | -30.7% |
| YTD | -24.8% | -1.4% | -23.4% | -24.1% |
| 1Y | -8.2% | +8.2% | -16.4% | -11.7% |
| 3Y | -29.1% | +66.5% | -95.6% | -44.3% |
| 5Y | -79.2% | +1.2% | -80.4% | -80.2% |
| 10Y | -68.1% | +191.4% | -259.5% | -82.3% |
| All | -65.8% | +124.8% | -190.6% | -80.6% |
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 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