+100.5%
VSH vs ALLY
+189.4%
-88.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.6% |
| 7D | -12.9% | +0.9% | -13.9% | -13.6% |
| 30D | -36.9% | +3.1% | -39.9% | -38.0% |
| 3M | -28.8% | -12.6% | -16.2% | -24.0% |
| 6M | -30.3% | -12.4% | -17.9% | -25.8% |
| YTD | +62.4% | -13.2% | +75.5% | +72.5% |
| 1Y | +62.5% | +1.8% | +60.7% | +59.3% |
| 3Y | +7.4% | +58.0% | -50.6% | -15.1% |
| 5Y | +25.4% | -8.4% | +33.9% | +22.2% |
| All | +100.5% | +189.4% | -88.9% | +15.3% |
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