+0.8%
VTEB vs ALLY
-2.7%
+3.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | -1.2% | -3.3% | +2.0% | -1.2% |
| 30D | -2.9% | -4.1% | +1.2% | -2.8% |
| 3M | -3.2% | +1.4% | -4.5% | -3.2% |
| 6M | -2.6% | +14.4% | -17.0% | -2.9% |
| YTD | -1.8% | -4.9% | +3.1% | -1.8% |
| 1Y | +0.2% | +5.5% | -5.3% | 0.0% |
| 3Y | +8.2% | +66.0% | -57.8% | +6.7% |
| 5Y | +0.8% | -2.4% | +3.2% | -0.3% |
| All | +0.8% | -2.7% | +3.6% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling