+62.5%
VUG vs ALLY
-10.0%
+72.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | +2.5% | +0.4% | +2.1% | +2.4% |
| 30D | -6.3% | +5.2% | -11.5% | -7.9% |
| 3M | -6.0% | -13.3% | +7.3% | -1.7% |
| 6M | -3.5% | -6.7% | +3.1% | -1.7% |
| YTD | +3.9% | -12.8% | +16.8% | +7.7% |
| 1Y | +5.1% | +0.7% | +4.4% | +3.7% |
| 3Y | +77.9% | +65.2% | +12.7% | +42.0% |
| All | +62.5% | -10.0% | +72.5% | +61.4% |
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