+319.7%
SPY vs FTV
+78.2%
+241.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | +0.1% |
| 7D | -0.4% | -1.3% | +0.9% | +0.2% |
| 30D | -1.4% | -9.5% | +8.1% | +3.2% |
| 3M | +3.7% | -10.9% | +14.6% | +8.9% |
| 6M | +13.0% | -0.6% | +13.6% | +12.3% |
| YTD | +12.4% | +1.4% | +11.0% | +9.6% |
| 1Y | +18.5% | +17.6% | +0.9% | +7.1% |
| 3Y | +77.6% | -3.3% | +80.9% | +73.7% |
| 5Y | +81.7% | -0.1% | +81.8% | +71.7% |
| 10Y | +319.7% | +82.5% | +237.2% | +209.1% |
| All | +319.7% | +78.2% | +241.5% | +209.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling