+145.8%
VSH vs ALLY
+95.5%
+50.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.7% | +2.5% |
| 7D | -1.6% | -0.7% | -0.9% | -1.3% |
| 30D | -21.3% | +1.1% | -22.4% | -21.9% |
| 3M | -18.9% | -13.2% | -5.7% | -13.3% |
| 6M | -21.4% | -13.5% | -8.0% | -16.0% |
| YTD | +86.8% | -14.3% | +101.1% | +99.5% |
| 1Y | +85.8% | -1.1% | +86.9% | +85.0% |
| 3Y | +30.1% | +62.0% | -31.9% | +2.5% |
| 5Y | +42.8% | -9.6% | +52.5% | +39.9% |
| 10Y | +121.2% | +176.0% | -54.7% | +21.2% |
| All | +145.8% | +95.5% | +50.3% | +49.3% |
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 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