+137.5%
VNQ vs ALLY
+124.8%
+12.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -1.3% | +3.7% | -4.9% | -2.3% |
| 30D | -2.9% | -2.3% | -0.7% | -2.4% |
| 3M | +0.8% | +3.8% | -3.0% | -0.5% |
| 6M | +2.5% | +9.7% | -7.2% | -0.7% |
| YTD | +10.6% | -1.4% | +12.0% | +10.2% |
| 1Y | +9.1% | +8.2% | +0.8% | +5.4% |
| 3Y | +31.0% | +66.5% | -35.4% | +8.6% |
| 5Y | +4.9% | +1.2% | +3.7% | -3.5% |
| 10Y | +59.5% | +191.4% | -132.0% | +0.8% |
| All | +137.5% | +124.8% | +12.7% | +53.4% |
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