-22.8%
BLV vs SPY
+81.0%
-103.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -0.1% | -0.4% | +0.3% | 0.0% |
| 30D | +0.1% | -1.4% | +1.5% | +0.3% |
| 3M | -2.5% | +3.7% | -6.3% | -3.2% |
| 6M | -4.7% | +13.0% | -17.7% | -6.6% |
| YTD | -2.6% | +12.4% | -15.0% | -4.5% |
| 1Y | -2.8% | +18.5% | -21.3% | -5.5% |
| 3Y | +7.5% | +77.6% | -70.2% | -3.2% |
| 5Y | -22.8% | +81.7% | -104.5% | -32.2% |
| All | -22.8% | +81.0% | -103.8% | -32.2% |
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 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