+346.5%
BVN vs SPY
+76.5%
+270.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +4.0% |
| 7D | +3.4% | -0.4% | +3.8% | +3.7% |
| 30D | +2.3% | -1.4% | +3.7% | +3.4% |
| 3M | +14.2% | +3.7% | +10.5% | +11.4% |
| 6M | -2.9% | +13.0% | -15.9% | -9.8% |
| YTD | +30.9% | +12.4% | +18.5% | +22.1% |
| 1Y | +87.0% | +18.5% | +68.4% | +69.9% |
| All | +346.5% | +76.5% | +270.0% | +227.2% |
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