+371.1%
VMC vs ALLY
+124.8%
+246.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -4.3% | +3.7% | -8.0% | -5.6% |
| 30D | -8.2% | -2.3% | -6.0% | -7.5% |
| 3M | -7.0% | +3.8% | -10.9% | -8.3% |
| 6M | -10.8% | +9.7% | -20.5% | -14.0% |
| YTD | -7.4% | -1.4% | -6.0% | -7.6% |
| 1Y | -9.5% | +8.2% | -17.7% | -13.1% |
| 3Y | +20.5% | +66.5% | -46.0% | -5.7% |
| 5Y | +51.6% | +1.2% | +50.4% | +38.1% |
| 10Y | +150.0% | +191.4% | -41.4% | +34.5% |
| All | +371.1% | +124.8% | +246.2% | +152.1% |
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