-26.1%
FLUT vs ALLY
+172.1%
-198.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.0% |
| 7D | -1.2% | -2.1% | +0.9% | -0.8% |
| 30D | +5.0% | +2.0% | +3.0% | +4.5% |
| 3M | -16.4% | -13.3% | -3.1% | -13.9% |
| 6M | -14.6% | -9.9% | -4.7% | -12.9% |
| YTD | -61.9% | -13.5% | -48.3% | -60.8% |
| 1Y | -65.0% | -2.8% | -62.2% | -64.8% |
| 3Y | -44.8% | +63.4% | -108.3% | -49.8% |
| 5Y | -49.9% | -10.9% | -39.0% | -51.7% |
| All | -26.1% | +172.1% | -198.1% | -30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling