+743.6%
VLO vs ALLY
+201.0%
+542.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.0% | +2.6% |
| 7D | -6.5% | -0.2% | -6.3% | -6.5% |
| 30D | -17.8% | +3.4% | -21.2% | -19.3% |
| 3M | +19.6% | -11.1% | +30.6% | +25.0% |
| 6M | +49.3% | -11.5% | +60.8% | +54.9% |
| YTD | +122.4% | -12.3% | +134.7% | +128.6% |
| 1Y | +107.4% | +1.1% | +106.3% | +99.1% |
| 3Y | +223.1% | +64.8% | +158.3% | +134.1% |
| 5Y | +432.2% | -6.9% | +439.1% | +379.0% |
| 10Y | +743.6% | +194.9% | +548.7% | +335.9% |
| All | +743.6% | +201.0% | +542.6% | +335.9% |
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