+396.3%
VUG vs ALLY
+201.0%
+195.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.8% | +2.5% |
| 7D | +0.5% | -0.2% | +0.7% | +0.6% |
| 30D | -8.2% | +3.4% | -11.6% | -9.2% |
| 3M | -5.4% | -11.1% | +5.6% | -2.3% |
| 6M | -2.5% | -11.5% | +8.9% | +0.7% |
| YTD | +4.2% | -12.3% | +16.5% | +7.5% |
| 1Y | +5.0% | +1.1% | +3.9% | +3.7% |
| 3Y | +81.7% | +64.8% | +16.9% | +50.7% |
| 5Y | +62.5% | -6.9% | +69.4% | +54.3% |
| 10Y | +396.3% | +194.9% | +201.4% | +253.3% |
| All | +396.3% | +201.0% | +195.3% | +253.3% |
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 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