+677.3%
VRT vs ALLY
-8.7%
+686.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.6% | +4.7% | +5.5% |
| 7D | +0.5% | -2.8% | +3.2% | +2.1% |
| 30D | -13.7% | +1.9% | -15.6% | -14.9% |
| 3M | -26.7% | -12.1% | -14.6% | -21.8% |
| 6M | -43.8% | -9.0% | -34.8% | -41.4% |
| YTD | +27.6% | -12.9% | +40.5% | +35.3% |
| 1Y | +15.5% | -0.1% | +15.5% | +13.5% |
| 3Y | +395.6% | +64.6% | +331.0% | +256.4% |
| 5Y | +677.3% | -10.1% | +687.4% | +746.8% |
| All | +677.3% | -8.7% | +686.0% | +746.8% |
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