+237.5%
VIK vs ALLY
+18.3%
+219.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +6.0% | +4.6% |
| 7D | +3.6% | +1.0% | +2.6% | +2.8% |
| 30D | -16.7% | -3.3% | -13.4% | -15.2% |
| 3M | -1.1% | +0.5% | -1.5% | -1.9% |
| 6M | +27.8% | +12.6% | +15.2% | +18.7% |
| YTD | +23.3% | -4.7% | +28.0% | +25.9% |
| 1Y | +38.2% | +5.2% | +33.0% | +32.6% |
| All | +237.5% | +18.3% | +219.2% | +199.6% |
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 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