+407.1%
VMC vs ALLY
+98.1%
+309.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.3% |
| 7D | +0.5% | +0.9% | -0.4% | +0.2% |
| 30D | +15.8% | +3.1% | +12.7% | +14.6% |
| 3M | +0.6% | -12.6% | +13.1% | +5.7% |
| 6M | -4.0% | -12.4% | +8.4% | +0.7% |
| YTD | -0.3% | -13.2% | +12.8% | +4.3% |
| 1Y | -0.5% | +1.8% | -2.3% | -2.0% |
| 3Y | +39.6% | +58.0% | -18.4% | +11.7% |
| 5Y | +50.1% | -8.4% | +58.5% | +42.1% |
| 10Y | +163.9% | +195.3% | -31.3% | +42.6% |
| All | +407.1% | +98.1% | +309.0% | +184.5% |
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