+190.8%
VSH vs ALLY
+124.8%
+66.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.3% |
| 7D | +4.1% | +3.7% | +0.4% | +2.2% |
| 30D | -4.2% | -2.3% | -1.9% | -3.1% |
| 3M | -50.0% | +3.8% | -53.8% | -50.7% |
| 6M | +80.2% | +9.7% | +70.5% | +71.3% |
| YTD | +121.1% | -1.4% | +122.5% | +121.0% |
| 1Y | +112.0% | +8.2% | +103.8% | +102.1% |
| 3Y | +22.5% | +66.5% | -44.0% | -5.1% |
| 5Y | +64.0% | +1.2% | +62.8% | +51.8% |
| 10Y | +170.4% | +191.4% | -21.1% | +43.0% |
| All | +190.8% | +124.8% | +66.0% | +65.4% |
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