+111.4%
VWO vs ALLY
+98.8%
+12.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +2.0% | +0.4% | +1.6% | +1.9% |
| 30D | -4.3% | +5.2% | -9.5% | -5.6% |
| 3M | -6.4% | -13.3% | +6.9% | -3.1% |
| 6M | -5.6% | -6.7% | +1.0% | -4.3% |
| YTD | +5.2% | -12.8% | +18.0% | +8.1% |
| 1Y | +5.2% | +0.7% | +4.5% | +4.1% |
| 3Y | +55.5% | +65.2% | -9.7% | +31.5% |
| 5Y | +25.6% | -10.1% | +35.7% | +20.7% |
| 10Y | +110.8% | +177.0% | -66.2% | +35.2% |
| All | +111.4% | +98.8% | +12.6% | +41.9% |
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 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