+119.2%
VTR vs ALLY
+124.8%
-5.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -1.7% | +3.7% | -5.4% | -2.9% |
| 30D | -2.4% | -2.3% | -0.2% | -1.7% |
| 3M | +14.8% | +3.8% | +11.0% | +12.7% |
| 6M | +5.3% | +9.7% | -4.4% | +0.7% |
| YTD | +18.1% | -1.4% | +19.5% | +16.9% |
| 1Y | +36.7% | +8.2% | +28.5% | +29.7% |
| 3Y | +130.1% | +66.5% | +63.6% | +73.8% |
| 5Y | +89.5% | +1.2% | +88.3% | +66.8% |
| 10Y | +87.4% | +191.4% | -104.1% | -2.2% |
| All | +119.2% | +124.8% | -5.6% | +14.5% |
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 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