+30.5%
BVAL vs SPY
+27.4%
+3.1%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | -0.2% |
| 7D | -0.5% | -0.9% | +0.4% | +0.1% |
| 30D | +2.5% | -2.4% | +4.8% | +4.1% |
| 3M | +1.5% | -1.2% | +2.7% | +2.3% |
| 6M | +8.3% | +3.3% | +5.0% | +5.6% |
| YTD | +18.2% | +12.3% | +5.9% | +8.3% |
| 1Y | +19.7% | +12.4% | +7.3% | +9.5% |
| All | +30.5% | +27.4% | +3.1% | +8.0% |
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