+927.7%
BVN vs SPY
+1,843.1%
-915.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | +2.7% | +0.1% | +2.7% | +2.7% |
| 3M | -1.1% | +2.0% | -3.1% | -1.8% |
| 6M | -11.3% | +13.0% | -24.3% | -16.4% |
| YTD | +25.3% | +13.5% | +11.8% | +18.0% |
| 1Y | +76.0% | +20.0% | +56.0% | +61.0% |
| 3Y | +325.0% | +77.2% | +247.9% | +213.8% |
| 5Y | +384.3% | +81.9% | +302.4% | +248.0% |
| 10Y | +166.8% | +314.1% | -147.2% | +23.9% |
| All | +927.7% | +1,843.1% | -915.4% | +189.8% |
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