+54.3%
BDVG vs SPY
+73.3%
-19.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.4% |
| 7D | -3.1% | -2.7% | -0.4% | -1.5% |
| 30D | +0.5% | -5.4% | +5.9% | +3.8% |
| 3M | -0.6% | -4.1% | +3.5% | +1.9% |
| 6M | +9.5% | +0.7% | +8.8% | +8.8% |
| YTD | +17.5% | +8.7% | +8.8% | +11.3% |
| 1Y | +20.4% | +10.9% | +9.5% | +12.6% |
| 3Y | +61.4% | +75.0% | -13.5% | +11.7% |
| All | +54.3% | +73.3% | -19.0% | +7.4% |
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