+17.6%
FTV vs SPY
+74.0%
-56.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | +3.7% | +3.3% | +0.4% | +0.5% |
| 30D | +16.8% | -2.7% | +19.5% | +19.9% |
| 3M | +10.4% | -1.7% | +12.1% | +12.2% |
| 6M | +12.8% | +3.1% | +9.7% | +9.2% |
| YTD | +23.3% | +11.9% | +11.4% | +9.8% |
| 1Y | +31.0% | +12.0% | +19.0% | +16.4% |
| 3Y | +38.6% | +78.2% | -39.6% | -23.4% |
| 5Y | +17.6% | +73.2% | -55.7% | -34.0% |
| All | +17.6% | +74.0% | -56.5% | -34.0% |
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