+108.6%
FTV vs ALLY
+174.3%
-65.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +3.9% | +0.4% | +3.5% | +3.7% |
| 30D | +18.7% | +5.2% | +13.4% | +16.5% |
| 3M | +10.0% | -13.3% | +23.3% | +15.7% |
| 6M | +14.6% | -6.7% | +21.2% | +17.0% |
| YTD | +23.4% | -12.8% | +36.3% | +28.8% |
| 1Y | +31.3% | +0.7% | +30.6% | +29.9% |
| 3Y | +39.8% | +65.2% | -25.4% | +12.0% |
| 5Y | +17.7% | -10.1% | +27.8% | +13.2% |
| All | +108.6% | +174.3% | -65.7% | +28.5% |
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