+130.0%
VWO vs ALLY
+124.8%
+5.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | +1.1% | +3.7% | -2.6% | +0.1% |
| 30D | +2.4% | -2.3% | +4.6% | +2.9% |
| 3M | +2.0% | +3.8% | -1.8% | +0.9% |
| 6M | +10.7% | +9.7% | +1.0% | +7.7% |
| YTD | +14.4% | -1.4% | +15.8% | +14.2% |
| 1Y | +22.7% | +8.2% | +14.5% | +19.2% |
| 3Y | +64.2% | +66.5% | -2.3% | +38.6% |
| 5Y | +35.8% | +1.2% | +34.6% | +26.5% |
| 10Y | +114.7% | +191.4% | -76.7% | +36.7% |
| All | +130.0% | +124.8% | +5.1% | +49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling