+87.3%
BLCV vs SPY
+87.8%
-0.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +2.3% | -0.6% | +2.9% | +2.7% |
| 30D | +4.7% | -3.7% | +8.4% | +7.4% |
| 3M | +2.6% | -2.7% | +5.4% | +4.5% |
| 6M | +14.0% | +2.2% | +11.8% | +12.1% |
| YTD | +19.8% | +10.8% | +9.0% | +11.3% |
| 1Y | +23.8% | +11.2% | +12.5% | +14.7% |
| 3Y | +78.4% | +76.5% | +1.9% | +18.0% |
| All | +87.3% | +87.8% | -0.5% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling