-83.8%
BVC vs SPY
+102.4%
-186.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | +10.4% | -2.7% | +13.1% | +10.3% |
| 30D | +28.1% | -5.4% | +33.4% | +27.8% |
| 3M | +49.0% | -4.1% | +53.1% | +48.8% |
| 6M | +55.9% | +0.7% | +55.2% | +56.1% |
| YTD | +40.4% | +8.7% | +31.7% | +41.4% |
| 1Y | +60.0% | +10.9% | +49.1% | +61.5% |
| 3Y | -77.5% | +75.0% | -152.5% | -76.2% |
| 5Y | -72.1% | +67.8% | -139.9% | -70.3% |
| All | -83.8% | +102.4% | -186.2% | -86.6% |
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