+7.2%
VNQ vs ALLY
-2.7%
+9.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | -2.6% | -3.3% | +0.6% | -1.8% |
| 30D | -2.3% | -4.1% | +1.7% | -1.4% |
| 3M | -2.8% | +1.4% | -4.2% | -3.4% |
| 6M | +2.5% | +14.4% | -11.9% | -1.5% |
| YTD | +8.4% | -4.9% | +13.4% | +9.1% |
| 1Y | +6.8% | +5.5% | +1.2% | +4.1% |
| 3Y | +29.9% | +66.0% | -36.1% | +8.3% |
| 5Y | +7.2% | -2.4% | +9.6% | -2.1% |
| All | +7.2% | -2.7% | +9.9% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling