+167.9%
VSH vs ALLY
+178.4%
-10.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | +0.6% |
| 7D | +6.2% | +1.0% | +5.2% | +5.6% |
| 30D | -11.1% | -3.3% | -7.8% | -9.6% |
| 3M | -44.9% | +0.5% | -45.4% | -44.9% |
| 6M | +90.0% | +12.6% | +77.4% | +77.8% |
| YTD | +118.8% | -4.7% | +123.5% | +122.3% |
| 1Y | +109.0% | +5.2% | +103.7% | +101.7% |
| 3Y | +35.6% | +66.5% | -30.8% | +4.2% |
| 5Y | +66.7% | +0.2% | +66.5% | +54.9% |
| 10Y | +167.9% | +180.8% | -12.8% | +50.2% |
| All | +167.9% | +178.4% | -10.5% | +50.2% |
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 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