-26.1%
FLUT vs ALLY
+201.0%
-227.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.2% |
| 7D | -6.5% | -0.2% | -6.3% | -6.5% |
| 30D | +2.8% | +3.4% | -0.7% | +2.0% |
| 3M | -13.5% | -11.1% | -2.4% | -11.4% |
| 6M | -19.0% | -11.5% | -7.5% | -17.0% |
| YTD | -61.9% | -12.3% | -49.5% | -60.9% |
| 1Y | -63.2% | +1.1% | -64.3% | -63.3% |
| 3Y | -46.0% | +64.8% | -110.8% | -51.0% |
| 5Y | -51.8% | -6.9% | -44.9% | -53.7% |
| 10Y | -26.1% | +194.9% | -221.0% | -30.9% |
| All | -26.1% | +201.0% | -227.1% | -30.9% |
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 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