+4.7%
FTV vs ALLY
+1.6%
+3.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -4.5% | +3.7% | -8.2% | -5.6% |
| 30D | -7.1% | -2.3% | -4.8% | -6.4% |
| 3M | -7.2% | +3.8% | -11.0% | -8.3% |
| 6M | -1.5% | +9.7% | -11.2% | -4.7% |
| YTD | +3.5% | -1.4% | +4.9% | +3.4% |
| 1Y | +20.3% | +8.2% | +12.1% | +16.4% |
| 3Y | -3.1% | +66.5% | -69.6% | -19.1% |
| All | +4.7% | +1.6% | +3.1% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling