-0.1%
FTV vs SPY
+81.0%
-81.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -0.8% |
| 7D | -1.3% | -0.4% | -0.9% | -0.9% |
| 30D | -9.5% | -1.4% | -8.1% | -8.3% |
| 3M | -10.9% | +3.7% | -14.6% | -14.1% |
| 6M | -0.6% | +13.0% | -13.6% | -12.2% |
| YTD | +1.4% | +12.4% | -11.0% | -10.0% |
| 1Y | +17.6% | +18.5% | -0.9% | -1.3% |
| 3Y | -3.3% | +77.6% | -80.9% | -46.1% |
| 5Y | -0.1% | +81.7% | -81.8% | -45.9% |
| All | -0.1% | +81.0% | -81.1% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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