+125.7%
VMC vs ALLY
+174.3%
-48.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -1.3% | +0.4% | -1.6% | -1.4% |
| 30D | +15.5% | +5.2% | +10.2% | +13.3% |
| 3M | +0.6% | -13.3% | +13.9% | +6.1% |
| 6M | +2.1% | -6.7% | +8.7% | +4.6% |
| YTD | -1.6% | -12.8% | +11.3% | +2.9% |
| 1Y | -1.2% | +0.7% | -1.9% | -2.3% |
| 3Y | +35.3% | +65.2% | -29.9% | +5.8% |
| 5Y | +43.6% | -10.1% | +53.7% | +37.5% |
| All | +125.7% | +174.3% | -48.6% | +22.2% |
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