+110.1%
FTV vs ALLY
+182.4%
-72.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.3% |
| 7D | -0.7% | -2.8% | +2.1% | +0.3% |
| 30D | +18.3% | +1.9% | +16.5% | +17.5% |
| 3M | +10.2% | -12.1% | +22.3% | +15.3% |
| 6M | +12.8% | -9.0% | +21.8% | +16.3% |
| YTD | +23.4% | -12.9% | +36.3% | +28.8% |
| 1Y | +31.4% | -0.1% | +31.5% | +30.4% |
| 3Y | +38.7% | +64.6% | -25.9% | +11.2% |
| 5Y | +18.6% | -10.1% | +28.7% | +14.0% |
| 10Y | +110.1% | +176.7% | -66.5% | +28.9% |
| All | +110.1% | +182.4% | -72.2% | +28.9% |
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