+262.4%
VST vs ALLY
+54.4%
+208.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.7% | +12.2% | +11.2% |
| 7D | -9.8% | +0.9% | -10.7% | -10.5% |
| 30D | -25.1% | +3.1% | -28.2% | -26.5% |
| 3M | -11.6% | -12.6% | +1.0% | -6.9% |
| 6M | -20.9% | -12.4% | -8.5% | -17.0% |
| YTD | -22.3% | -13.2% | -9.2% | -18.7% |
| 1Y | -32.0% | +1.8% | -33.8% | -34.1% |
| 3Y | +262.4% | +58.0% | +204.4% | +224.0% |
| All | +262.4% | +54.4% | +208.0% | +224.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling