+291.9%
FTI vs ALLY
+190.4%
+101.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.3% |
| 7D | -5.6% | -3.3% | -2.4% | -4.0% |
| 30D | +0.4% | -4.1% | +4.5% | +2.5% |
| 3M | +8.1% | +1.4% | +6.7% | +6.4% |
| 6M | +16.7% | +14.4% | +2.3% | +6.0% |
| YTD | +70.0% | -4.9% | +74.9% | +70.0% |
| 1Y | +85.4% | +5.5% | +79.9% | +73.2% |
| 3Y | +265.9% | +66.0% | +199.9% | +149.0% |
| 5Y | +1,072.7% | -2.4% | +1,075.1% | +928.5% |
| All | +291.9% | +190.4% | +101.5% | +78.2% |
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