+78.5%
SPY vs FTV
-3.2%
+81.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.3% |
| 7D | +0.5% | -0.4% | +0.9% | +0.7% |
| 30D | -0.9% | -8.3% | +7.4% | +2.0% |
| 3M | +3.9% | -7.4% | +11.3% | +6.3% |
| 6M | +14.5% | -1.2% | +15.7% | +14.1% |
| YTD | +12.9% | +2.7% | +10.2% | +10.1% |
| 1Y | +19.4% | +18.4% | +0.9% | +8.9% |
| 3Y | +78.5% | -2.0% | +80.5% | +75.4% |
| All | +78.5% | -3.2% | +81.7% | +75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling