+897.3%
VST vs ALLY
+160.5%
+736.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.3% | -4.8% | -5.7% |
| 7D | -19.9% | -1.1% | -18.8% | -19.8% |
| 30D | -29.7% | +4.2% | -33.8% | -30.8% |
| 3M | -19.6% | -12.4% | -7.2% | -16.4% |
| 6M | -29.4% | -8.7% | -20.7% | -27.7% |
| YTD | -29.7% | -11.6% | -18.1% | -27.6% |
| 1Y | -40.0% | +0.2% | -40.2% | -40.8% |
| 3Y | +231.0% | +57.1% | +173.9% | +180.6% |
| 5Y | +500.1% | -6.8% | +506.9% | +472.9% |
| 10Y | +1,004.2% | +200.4% | +803.8% | +623.4% |
| All | +897.3% | +160.5% | +736.8% | +569.4% |
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