+25.7%
VWO vs ALLY
-10.9%
+36.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | +4.0% | -2.1% | +6.2% | +4.5% |
| 30D | -5.4% | +2.0% | -7.4% | -5.9% |
| 3M | -6.4% | -13.3% | +6.9% | -3.6% |
| 6M | -4.7% | -9.9% | +5.2% | -2.8% |
| YTD | +5.3% | -13.5% | +18.8% | +8.0% |
| 1Y | +4.3% | -2.8% | +7.1% | +4.3% |
| 3Y | +55.9% | +63.4% | -7.5% | +35.6% |
| 5Y | +25.7% | -10.9% | +36.6% | +26.9% |
| All | +25.7% | -10.9% | +36.6% | +26.9% |
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