+1,381.9%
BCV vs SPY
+3,015.5%
-1,633.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.2% | -1.4% |
| 7D | -2.3% | -0.6% | -1.7% | -2.0% |
| 30D | -9.5% | -3.7% | -5.8% | -8.0% |
| 3M | -14.2% | -2.7% | -11.5% | -13.1% |
| 6M | -13.2% | +2.2% | -15.3% | -13.8% |
| YTD | -0.4% | +10.8% | -11.3% | -4.6% |
| 1Y | -5.5% | +11.2% | -16.7% | -9.5% |
| 3Y | +80.7% | +76.5% | +4.2% | +41.7% |
| 5Y | +6.1% | +72.9% | -66.8% | -16.2% |
| 10Y | +147.4% | +304.8% | -157.4% | +43.2% |
| All | +1,381.9% | +3,015.5% | -1,633.6% | +419.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling