+311.1%
SPY vs FTV
+107.5%
+203.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -0.9% | -0.7% | -0.3% | -0.6% |
| 30D | -2.4% | +18.3% | -20.7% | -9.8% |
| 3M | -1.2% | +10.2% | -11.4% | -5.8% |
| 6M | +3.3% | +12.8% | -9.5% | -3.1% |
| YTD | +12.3% | +23.4% | -11.1% | -0.2% |
| 1Y | +12.4% | +31.4% | -19.0% | -3.3% |
| 3Y | +78.8% | +38.7% | +40.2% | +46.9% |
| 5Y | +75.2% | +18.6% | +56.6% | +52.6% |
| 10Y | +311.1% | +110.1% | +201.0% | +172.3% |
| All | +311.1% | +107.5% | +203.6% | +172.3% |
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