+1,112.0%
VST vs ALLY
+189.4%
+922.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.7% | +12.2% | +11.1% |
| 7D | -9.8% | +0.9% | -10.7% | -10.4% |
| 30D | -25.1% | +3.1% | -28.2% | -26.2% |
| 3M | -11.6% | -12.6% | +1.0% | -8.1% |
| 6M | -20.9% | -12.4% | -8.5% | -17.9% |
| YTD | -22.3% | -13.2% | -9.2% | -19.6% |
| 1Y | -32.0% | +1.8% | -33.8% | -33.3% |
| 3Y | +262.4% | +58.0% | +204.4% | +206.6% |
| 5Y | +563.4% | -8.4% | +571.8% | +536.5% |
| All | +1,112.0% | +189.4% | +922.7% | +726.1% |
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