+130.4%
VMC vs ALLY
+174.0%
-43.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.6% |
| 7D | -4.3% | -2.8% | -1.5% | -3.3% |
| 30D | +16.2% | +1.9% | +14.3% | +15.5% |
| 3M | -0.8% | -12.1% | +11.3% | +4.1% |
| 6M | +1.2% | -9.0% | +10.2% | +4.7% |
| YTD | +0.5% | -12.9% | +13.4% | +5.1% |
| 1Y | -2.9% | -0.1% | -2.8% | -3.7% |
| 3Y | +37.3% | +64.6% | -27.2% | +7.5% |
| 5Y | +48.8% | -10.1% | +58.9% | +42.4% |
| All | +130.4% | +174.0% | -43.6% | +24.8% |
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