+79.3%
BLCV vs SPY
+90.4%
-11.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -1.0% | -0.4% | -0.7% | -0.8% |
| 30D | -1.7% | -1.4% | -0.4% | -0.8% |
| 3M | +6.8% | +3.7% | +3.1% | +4.1% |
| 6M | +14.6% | +13.0% | +1.6% | +5.2% |
| YTD | +14.7% | +12.4% | +2.3% | +5.7% |
| 1Y | +20.8% | +18.5% | +2.3% | +7.3% |
| 3Y | +70.3% | +77.6% | -7.3% | +12.0% |
| All | +79.3% | +90.4% | -11.1% | +10.8% |
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