+1,145.4%
VGT vs ALLY
+124.8%
+1,020.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.0% | +3.7% | -2.7% | -0.2% |
| 30D | +1.3% | -2.3% | +3.6% | +2.0% |
| 3M | -1.1% | +3.8% | -5.0% | -2.5% |
| 6M | +32.6% | +9.7% | +22.9% | +28.1% |
| YTD | +29.0% | -1.4% | +30.4% | +28.7% |
| 1Y | +39.7% | +8.2% | +31.5% | +34.8% |
| 3Y | +120.9% | +66.5% | +54.4% | +80.9% |
| 5Y | +133.6% | +1.2% | +132.4% | +115.8% |
| 10Y | +792.6% | +191.4% | +601.1% | +459.0% |
| All | +1,145.4% | +124.8% | +1,020.6% | +726.0% |
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