+26.5%
VTEB vs ALLY
+161.3%
-134.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.1% |
| 7D | -0.2% | +1.0% | -1.3% | -0.3% |
| 30D | -1.6% | -3.3% | +1.7% | -1.5% |
| 3M | -2.0% | +0.5% | -2.4% | -2.0% |
| 6M | -1.7% | +12.6% | -14.3% | -2.0% |
| YTD | -0.6% | -4.7% | +4.1% | -0.5% |
| 1Y | +1.8% | +5.2% | -3.4% | +1.6% |
| 3Y | +9.6% | +66.5% | -56.9% | +7.6% |
| 5Y | +2.1% | +0.2% | +1.8% | +1.2% |
| 10Y | +18.9% | +180.8% | -161.8% | +12.9% |
| All | +26.5% | +161.3% | -134.8% | +20.2% |
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