+213.0%
VT vs ALLY
+194.4%
+18.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.7% | -3.7% |
| 7D | -4.2% | -1.1% | -3.0% | -3.9% |
| 30D | -5.8% | +4.2% | -10.0% | -6.9% |
| 3M | -5.2% | -12.4% | +7.2% | -1.7% |
| 6M | +0.1% | -8.7% | +8.8% | +2.4% |
| YTD | +8.2% | -11.6% | +19.9% | +11.3% |
| 1Y | +10.1% | +0.2% | +10.0% | +9.0% |
| 3Y | +69.7% | +57.1% | +12.6% | +43.1% |
| 5Y | +53.4% | -6.8% | +60.2% | +45.6% |
| All | +213.0% | +194.4% | +18.6% | +113.5% |
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 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