+1,179.1%
VST vs ALLY
+172.1%
+1,007.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +19.2% | -2.1% | +21.3% | +19.9% |
| 30D | -17.2% | +2.0% | -19.2% | -18.0% |
| 3M | -8.1% | -13.3% | +5.2% | -4.2% |
| 6M | -8.1% | -9.9% | +1.7% | -5.4% |
| YTD | -16.3% | -13.5% | -2.7% | -13.2% |
| 1Y | -24.1% | -2.8% | -21.3% | -24.4% |
| 3Y | +300.2% | +63.4% | +236.8% | +235.0% |
| 5Y | +645.9% | -10.9% | +656.8% | +622.1% |
| All | +1,179.1% | +172.1% | +1,007.1% | +739.2% |
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