+45.8%
VSH vs ALLY
-10.9%
+56.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.3% |
| 7D | +26.2% | -2.1% | +28.3% | +27.6% |
| 30D | -12.5% | +2.0% | -14.5% | -13.4% |
| 3M | -16.9% | -13.3% | -3.6% | -11.1% |
| 6M | -17.0% | -9.9% | -7.1% | -12.9% |
| YTD | +93.8% | -13.5% | +107.4% | +106.0% |
| 1Y | +99.3% | -2.8% | +102.1% | +100.4% |
| 3Y | +35.0% | +63.4% | -28.4% | +11.3% |
| 5Y | +45.8% | -10.9% | +56.7% | +52.7% |
| All | +45.8% | -10.9% | +56.7% | +52.7% |
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