+153.2%
VXUS vs ALLY
+124.8%
+28.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +1.0% | +3.7% | -2.7% | +0.1% |
| 30D | +2.2% | -2.3% | +4.5% | +2.8% |
| 3M | +3.0% | +3.8% | -0.9% | +1.8% |
| 6M | +10.7% | +9.7% | +0.9% | +7.6% |
| YTD | +17.8% | -1.4% | +19.3% | +17.6% |
| 1Y | +27.6% | +8.2% | +19.3% | +23.8% |
| 3Y | +73.3% | +66.5% | +6.8% | +45.2% |
| 5Y | +54.3% | +1.2% | +53.1% | +43.3% |
| 10Y | +149.8% | +191.4% | -41.6% | +57.9% |
| All | +153.2% | +124.8% | +28.3% | +65.1% |
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 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