-83.6%
BVC vs SPY
+101.8%
-185.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.6% | -1.0% |
| 7D | +9.5% | -4.7% | +14.3% | +9.3% |
| 30D | +35.4% | -5.9% | +41.3% | +35.0% |
| 3M | +49.9% | -4.5% | +54.5% | +49.7% |
| 6M | +48.9% | +1.8% | +47.1% | +49.2% |
| YTD | +42.0% | +8.3% | +33.7% | +43.1% |
| 1Y | +51.3% | +9.3% | +42.0% | +52.4% |
| 3Y | -77.3% | +74.9% | -152.1% | -76.1% |
| 5Y | -71.8% | +67.3% | -139.0% | -69.9% |
| All | -83.6% | +101.8% | -185.4% | -86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling