+1,678.9%
VRT vs ALLY
+88.6%
+1,590.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -1.3% | -12.7% | -13.4% |
| 7D | -28.1% | -1.1% | -27.0% | -27.9% |
| 30D | -30.2% | +4.2% | -34.4% | -31.7% |
| 3M | -36.4% | -12.4% | -24.0% | -32.8% |
| 6M | -48.2% | -8.7% | -39.5% | -46.4% |
| YTD | +9.2% | -11.6% | +20.8% | +14.0% |
| 1Y | -7.2% | +0.2% | -7.4% | -8.4% |
| 3Y | +338.7% | +57.1% | +281.6% | +247.9% |
| 5Y | +542.8% | -6.8% | +549.7% | +520.0% |
| All | +1,678.9% | +88.6% | +1,590.3% | +990.1% |
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 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