-84.6%
BVC vs SPY
+107.2%
-191.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.4% | -7.2% | -4.7% |
| 7D | +8.6% | +0.1% | +8.6% | +8.7% |
| 30D | +26.0% | -3.3% | +29.3% | +25.8% |
| 3M | +21.4% | -2.4% | +23.8% | +21.3% |
| 6M | +65.5% | +2.6% | +63.0% | +65.8% |
| YTD | +33.6% | +11.2% | +22.4% | +34.8% |
| 1Y | +58.6% | +13.4% | +45.3% | +60.2% |
| 3Y | -78.4% | +79.9% | -158.3% | -77.2% |
| 5Y | -73.2% | +72.2% | -145.4% | -71.5% |
| All | -84.6% | +107.2% | -191.8% | -87.3% |
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