-77.2%
BVC vs SPY
+74.5%
-151.7%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.6% | -1.5% |
| 7D | +9.5% | -4.7% | +14.3% | +8.7% |
| 30D | +35.4% | -5.9% | +41.3% | +34.0% |
| 3M | +49.9% | -4.5% | +54.5% | +48.8% |
| 6M | +48.9% | +1.8% | +47.1% | +50.0% |
| YTD | +42.0% | +8.3% | +33.7% | +45.9% |
| 1Y | +51.3% | +9.3% | +42.0% | +55.5% |
| All | -77.2% | +74.5% | -151.7% | -64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling