-52.1%
BV vs SPY
+218.3%
-270.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.2% | +4.3% |
| 7D | -13.0% | +3.3% | -16.3% | -16.5% |
| 30D | -5.1% | -2.7% | -2.4% | -2.6% |
| 3M | -11.5% | -1.7% | -9.7% | -10.1% |
| 6M | -20.2% | +3.1% | -23.3% | -23.9% |
| YTD | -19.1% | +11.9% | -31.0% | -29.8% |
| 1Y | -17.5% | +12.0% | -29.5% | -28.6% |
| 3Y | +43.0% | +78.2% | -35.2% | -29.8% |
| 5Y | -38.8% | +73.2% | -112.1% | -69.0% |
| All | -52.1% | +218.3% | -270.4% | -88.2% |
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 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