+333.8%
SPY vs FTV
+90.8%
+243.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | +0.1% | -4.5% | +4.6% | +2.2% |
| 30D | +0.1% | -7.1% | +7.1% | +3.4% |
| 3M | +2.0% | -7.2% | +9.2% | +5.0% |
| 6M | +13.0% | -1.5% | +14.5% | +12.8% |
| YTD | +13.5% | +3.5% | +10.1% | +9.8% |
| 1Y | +20.0% | +20.3% | -0.4% | +7.4% |
| 3Y | +77.2% | -3.1% | +80.3% | +73.3% |
| 5Y | +81.9% | +2.3% | +79.5% | +70.1% |
| 10Y | +314.1% | +76.3% | +237.7% | +206.3% |
| All | +333.8% | +90.8% | +243.1% | +217.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling