+5.6%
VNQ vs ALLY
+5.0%
+0.6%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.8% |
| 7D | -1.3% | -3.8% | +2.5% | -0.7% |
| 30D | -2.6% | -4.9% | +2.3% | -1.8% |
| 3M | -2.0% | -2.6% | +0.6% | -1.7% |
| 6M | +4.3% | +15.7% | -11.4% | +1.8% |
| YTD | +9.2% | -5.2% | +14.4% | +9.6% |
| 1Y | +5.6% | +2.8% | +2.8% | +2.7% |
| All | +5.6% | +5.0% | +0.6% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling