-40.0%
VST vs ALLY
+0.9%
-40.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.3% | -4.8% | -5.9% |
| 7D | -19.9% | -1.1% | -18.8% | -19.6% |
| 30D | -29.7% | +4.2% | -33.8% | -30.6% |
| 3M | -19.6% | -12.4% | -7.2% | -16.3% |
| 6M | -29.4% | -8.7% | -20.7% | -27.9% |
| YTD | -29.7% | -11.6% | -18.1% | -27.0% |
| 1Y | -40.0% | +0.2% | -40.2% | -41.5% |
| All | -40.0% | +0.9% | -40.9% | -41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling