+147.5%
BCV vs SPY
+308.5%
-161.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.1% |
| 7D | +1.3% | +3.3% | -2.0% | -1.0% |
| 30D | -6.9% | -2.7% | -4.2% | -5.0% |
| 3M | -15.7% | -1.7% | -13.9% | -14.5% |
| 6M | -12.4% | +3.1% | -15.4% | -14.1% |
| YTD | +0.6% | +11.9% | -11.3% | -7.0% |
| 1Y | -1.6% | +12.0% | -13.6% | -9.0% |
| 3Y | +82.6% | +78.2% | +4.4% | +19.4% |
| 5Y | +5.9% | +73.2% | -67.3% | -29.9% |
| All | +147.5% | +308.5% | -161.0% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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