+307.8%
SPY vs FTV
+109.2%
+198.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +2.6% | +3.9% | -1.3% | +0.8% |
| 30D | -2.0% | +18.7% | -20.6% | -9.5% |
| 3M | -2.8% | +10.0% | -12.8% | -7.2% |
| 6M | +2.1% | +14.6% | -12.4% | -4.9% |
| YTD | +11.5% | +23.4% | -11.9% | -0.9% |
| 1Y | +13.5% | +31.3% | -17.8% | -2.3% |
| 3Y | +77.7% | +39.8% | +37.9% | +45.4% |
| 5Y | +72.6% | +17.7% | +54.9% | +50.9% |
| All | +307.8% | +109.2% | +198.6% | +170.3% |
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