+115.9%
BVC vs SPY
+77.4%
+38.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.4% |
| 7D | +19.4% | +0.1% | +19.3% | +19.3% |
| 30D | +43.7% | +0.1% | +43.7% | +43.8% |
| 3M | +59.0% | +2.0% | +57.0% | +57.1% |
| 6M | +121.7% | +13.0% | +108.7% | +105.7% |
| YTD | +1,261.4% | +13.5% | +1,247.9% | +1,166.7% |
| 1Y | +2,248.0% | +20.0% | +2,228.0% | +2,132.5% |
| All | +115.9% | +77.4% | +38.5% | +160.5% |
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 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