+224.6%
VT vs ALLY
+182.4%
+42.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.7% |
| 7D | -0.7% | -2.8% | +2.1% | +0.1% |
| 30D | -1.7% | +1.9% | -3.6% | -2.3% |
| 3M | -2.3% | -12.1% | +9.8% | +1.2% |
| 6M | +1.5% | -9.0% | +10.5% | +3.9% |
| YTD | +12.0% | -12.9% | +25.0% | +15.7% |
| 1Y | +12.9% | -0.1% | +13.0% | +11.8% |
| 3Y | +74.9% | +64.6% | +10.4% | +45.4% |
| 5Y | +59.9% | -10.1% | +70.0% | +53.4% |
| 10Y | +224.6% | +176.7% | +47.9% | +117.7% |
| All | +224.6% | +182.4% | +42.3% | +117.7% |
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