+131.3%
FTV vs SPY
+324.9%
-193.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | +3.9% | +2.6% | +1.3% | +1.2% |
| 30D | +18.7% | -2.0% | +20.6% | +21.0% |
| 3M | +10.0% | -2.8% | +12.8% | +13.1% |
| 6M | +14.6% | +2.1% | +12.4% | +11.8% |
| YTD | +23.4% | +11.5% | +11.9% | +9.9% |
| 1Y | +31.3% | +13.5% | +17.8% | +14.8% |
| 3Y | +39.8% | +77.7% | -37.9% | -23.1% |
| 5Y | +17.7% | +72.6% | -54.9% | -33.2% |
| 10Y | +110.2% | +308.2% | -197.9% | -53.2% |
| All | +131.3% | +324.9% | -193.6% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling