+120.7%
VTR vs ALLY
+95.5%
+25.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.2% | +1.7% |
| 7D | +3.8% | -0.7% | +4.5% | +4.0% |
| 30D | +10.1% | +1.1% | +9.0% | +9.6% |
| 3M | -1.2% | -13.2% | +12.0% | +3.7% |
| 6M | +4.8% | -13.5% | +18.2% | +9.4% |
| YTD | +18.9% | -14.3% | +33.2% | +23.5% |
| 1Y | +21.8% | -1.1% | +23.0% | +19.7% |
| 3Y | +132.0% | +62.0% | +70.0% | +76.0% |
| 5Y | +94.7% | -9.6% | +104.3% | +78.3% |
| 10Y | +136.8% | +176.0% | -39.1% | +28.6% |
| All | +120.7% | +95.5% | +25.2% | +20.9% |
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