-85.0%
BVC vs SPY
+106.4%
-191.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.9% | -2.2% |
| 7D | -2.2% | -0.6% | -1.6% | -2.2% |
| 30D | +23.2% | -3.7% | +26.8% | +23.0% |
| 3M | +16.1% | -2.7% | +18.8% | +16.0% |
| 6M | +61.8% | +2.2% | +59.7% | +62.1% |
| YTD | +30.6% | +10.8% | +19.8% | +31.7% |
| 1Y | +71.1% | +11.2% | +59.9% | +72.4% |
| 3Y | -79.1% | +76.5% | -155.6% | -77.9% |
| 5Y | -74.7% | +72.9% | -147.7% | -73.1% |
| All | -85.0% | +106.4% | -191.4% | -87.5% |
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