+122.6%
FTV vs ALLY
+208.9%
-86.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.5% |
| 7D | +0.2% | +0.9% | -0.7% | -0.1% |
| 30D | +15.7% | +3.1% | +12.6% | +14.4% |
| 3M | +7.5% | -12.6% | +20.1% | +12.7% |
| 6M | +8.5% | -12.4% | +20.9% | +13.4% |
| YTD | +18.8% | -13.2% | +31.9% | +24.1% |
| 1Y | +28.5% | +1.8% | +26.7% | +26.7% |
| 3Y | +34.0% | +58.0% | -24.0% | +9.1% |
| 5Y | +12.6% | -8.4% | +21.0% | +7.4% |
| 10Y | +111.4% | +195.3% | -83.8% | +18.4% |
| All | +122.6% | +208.9% | -86.2% | +14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling