+78.5%
FTV vs ALLY
+178.4%
-99.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.6% | +0.4% |
| 7D | -0.4% | +1.0% | -1.4% | -0.8% |
| 30D | -8.3% | -3.3% | -5.0% | -7.3% |
| 3M | -7.4% | +0.5% | -7.9% | -7.7% |
| 6M | -1.2% | +12.6% | -13.8% | -5.8% |
| YTD | +2.7% | -4.7% | +7.4% | +3.8% |
| 1Y | +18.4% | +5.2% | +13.2% | +15.0% |
| 3Y | -2.0% | +66.5% | -68.5% | -21.9% |
| 5Y | +3.4% | +0.2% | +3.2% | -4.8% |
| 10Y | +78.5% | +180.8% | -102.3% | +8.5% |
| All | +78.5% | +178.4% | -99.9% | +8.5% |
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