+16.2%
VWO vs ALLY
+5.1%
+11.1%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -1.7% | -3.3% | +1.5% | -1.1% |
| 30D | -0.3% | -4.1% | +3.8% | +0.5% |
| 3M | +4.0% | +1.4% | +2.6% | +3.6% |
| 6M | +8.1% | +14.4% | -6.3% | +5.4% |
| YTD | +11.6% | -4.9% | +16.6% | +11.9% |
| 1Y | +16.2% | +5.5% | +10.7% | +14.1% |
| All | +16.2% | +5.1% | +11.1% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling