-83.4%
BVC vs SPY
+108.4%
-191.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.7% |
| 7D | +1.2% | +3.3% | -2.1% | +1.3% |
| 30D | +34.2% | -2.7% | +36.9% | +34.0% |
| 3M | +24.7% | -1.7% | +26.4% | +24.6% |
| 6M | +72.3% | +3.1% | +69.2% | +72.6% |
| YTD | +43.7% | +11.9% | +31.8% | +45.0% |
| 1Y | +86.2% | +12.0% | +74.2% | +87.5% |
| 3Y | -77.0% | +78.2% | -155.2% | -75.7% |
| 5Y | -72.6% | +73.2% | -145.8% | -70.8% |
| All | -83.4% | +108.4% | -191.9% | -86.3% |
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