-77.5%
BVC vs SPY
+75.1%
-152.5%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.1% |
| 7D | +10.4% | -2.7% | +13.1% | +10.0% |
| 30D | +28.1% | -5.4% | +33.4% | +26.9% |
| 3M | +49.0% | -4.1% | +53.1% | +48.0% |
| 6M | +55.9% | +0.7% | +55.2% | +56.6% |
| YTD | +40.4% | +8.7% | +31.7% | +44.3% |
| 1Y | +60.0% | +10.9% | +49.1% | +65.4% |
| 3Y | -77.5% | +75.0% | -152.5% | -64.4% |
| All | -77.5% | +75.1% | -152.5% | -64.4% |
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