+405.3%
VUG vs ALLY
+182.4%
+222.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.2% |
| 7D | -1.1% | -2.8% | +1.7% | -0.2% |
| 30D | -7.0% | +1.9% | -8.9% | -7.6% |
| 3M | -3.7% | -12.1% | +8.4% | -0.1% |
| 6M | -1.6% | -9.0% | +7.4% | +0.8% |
| YTD | +5.1% | -12.9% | +18.1% | +8.7% |
| 1Y | +3.8% | -0.1% | +3.8% | +2.8% |
| 3Y | +79.9% | +64.6% | +15.3% | +49.1% |
| 5Y | +66.4% | -10.1% | +76.5% | +59.5% |
| 10Y | +405.3% | +176.7% | +228.6% | +252.8% |
| All | +405.3% | +182.4% | +222.9% | +252.8% |
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