+327.5%
SPY vs FTV
+127.3%
+200.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +3.3% | +3.7% | -0.4% | +1.6% |
| 30D | -2.7% | +16.8% | -19.5% | -9.4% |
| 3M | -1.7% | +10.4% | -12.1% | -6.3% |
| 6M | +3.1% | +12.8% | -9.7% | -3.2% |
| YTD | +11.9% | +23.3% | -11.4% | -0.3% |
| 1Y | +12.0% | +31.0% | -19.0% | -3.2% |
| 3Y | +78.2% | +38.6% | +39.6% | +47.1% |
| 5Y | +73.2% | +17.6% | +55.7% | +52.0% |
| 10Y | +309.6% | +110.0% | +199.6% | +179.0% |
| All | +327.5% | +127.3% | +200.2% | +188.3% |
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 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