+77.1%
BVFL vs SPY
+80.7%
-3.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | -0.3% | -2.0% | +1.7% | +0.1% |
| 30D | +1.9% | -1.7% | +3.5% | +2.2% |
| 3M | +7.3% | +4.7% | +2.5% | +6.2% |
| 6M | +14.2% | +12.5% | +1.7% | +11.4% |
| YTD | +19.6% | +11.7% | +7.9% | +16.9% |
| 1Y | +30.8% | +17.5% | +13.3% | +26.5% |
| 3Y | +117.9% | +76.6% | +41.3% | +102.9% |
| All | +77.1% | +80.7% | -3.6% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling