+1,855.0%
VRT vs ALLY
+83.0%
+1,772.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.2% | -0.9% | -2.1% |
| 7D | -17.7% | -0.7% | -17.0% | -17.6% |
| 30D | -20.0% | +1.1% | -21.1% | -20.7% |
| 3M | -28.1% | -13.2% | -14.9% | -23.7% |
| 6M | -42.8% | -13.5% | -29.4% | -39.5% |
| YTD | +20.0% | -14.3% | +34.3% | +27.0% |
| 1Y | +3.5% | -1.1% | +4.7% | +2.8% |
| 3Y | +366.1% | +62.0% | +304.1% | +265.0% |
| 5Y | +632.2% | -9.6% | +641.8% | +615.9% |
| All | +1,855.0% | +83.0% | +1,772.0% | +1,114.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling