+57.3%
VUG vs ALLY
-9.5%
+66.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.5% |
| 7D | -3.4% | +0.9% | -4.3% | -3.7% |
| 30D | -11.1% | +3.1% | -14.2% | -12.1% |
| 3M | -7.2% | -12.6% | +5.3% | -3.3% |
| 6M | -4.1% | -12.4% | +8.3% | -0.3% |
| YTD | +1.4% | -13.2% | +14.5% | +5.2% |
| 1Y | +1.9% | +1.8% | +0.1% | +0.1% |
| 3Y | +77.7% | +58.0% | +19.8% | +44.3% |
| All | +57.3% | -9.5% | +66.8% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling