+1,740.6%
VRT vs ALLY
+85.4%
+1,655.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +4.2% |
| 7D | -21.4% | +0.9% | -22.3% | -21.9% |
| 30D | -25.8% | +3.1% | -28.9% | -27.1% |
| 3M | -33.5% | -12.6% | -21.0% | -29.7% |
| 6M | -49.0% | -12.4% | -36.6% | -46.3% |
| YTD | +12.9% | -13.2% | +26.1% | +18.8% |
| 1Y | 0.0% | +1.8% | -1.8% | -2.1% |
| 3Y | +361.8% | +58.0% | +303.8% | +265.3% |
| 5Y | +565.1% | -8.4% | +573.6% | +546.2% |
| All | +1,740.6% | +85.4% | +1,655.2% | +1,036.2% |
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