+107.4%
BLV vs SPY
+646.2%
-538.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -2.6% | +2.6% | -5.2% | -2.4% |
| 30D | +0.9% | -2.0% | +2.9% | +0.8% |
| 3M | -2.7% | -2.8% | +0.1% | -2.8% |
| 6M | -3.9% | +2.1% | -6.1% | -3.8% |
| YTD | -4.6% | +11.5% | -16.1% | -3.9% |
| 1Y | -5.2% | +13.5% | -18.7% | -4.4% |
| 3Y | +10.3% | +77.7% | -67.4% | +15.4% |
| 5Y | -23.2% | +72.6% | -95.8% | -20.0% |
| 10Y | +8.8% | +308.2% | -299.4% | +29.0% |
| All | +107.4% | +646.2% | -538.9% | +175.2% |
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 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