-22.9%
FLUT vs ALLY
+182.4%
-205.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +3.3% |
| 7D | +4.5% | -2.8% | +7.3% | +5.1% |
| 30D | +9.2% | +1.9% | +7.3% | +8.7% |
| 3M | -13.7% | -12.1% | -1.5% | -11.4% |
| 6M | -9.0% | -9.0% | 0.0% | -7.4% |
| YTD | -60.2% | -12.9% | -47.3% | -59.2% |
| 1Y | -63.1% | -0.1% | -63.0% | -63.1% |
| 3Y | -42.5% | +64.6% | -107.0% | -47.7% |
| 5Y | -47.6% | -10.1% | -37.5% | -49.5% |
| 10Y | -22.9% | +176.7% | -199.6% | -27.5% |
| All | -22.9% | +182.4% | -205.3% | -27.5% |
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