+112.5%
BLV vs SPY
+660.0%
-547.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -0.5% | +0.1% | -0.6% | -0.4% |
| 30D | -0.6% | +0.1% | -0.7% | -0.6% |
| 3M | -2.7% | +2.0% | -4.7% | -2.5% |
| 6M | -4.4% | +13.0% | -17.5% | -3.7% |
| YTD | -2.2% | +13.5% | -15.7% | -1.4% |
| 1Y | -0.7% | +20.0% | -20.6% | +0.6% |
| 3Y | +7.5% | +77.2% | -69.7% | +12.3% |
| 5Y | -21.8% | +81.9% | -103.7% | -18.2% |
| 10Y | +1.9% | +314.1% | -312.1% | +20.9% |
| All | +112.5% | +660.0% | -547.5% | +182.4% |
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