+657.5%
BVN vs SPY
+1,808.0%
-1,150.5%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -11.3% | +2.6% | -13.9% | -12.5% |
| 30D | -18.6% | -2.0% | -16.7% | -17.7% |
| 3M | -26.3% | -2.8% | -23.5% | -25.0% |
| 6M | -35.5% | +2.1% | -37.6% | -35.8% |
| YTD | -8.2% | +11.5% | -19.7% | -12.6% |
| 1Y | +9.0% | +13.5% | -4.5% | +2.8% |
| 3Y | +212.2% | +77.7% | +134.5% | +130.7% |
| 5Y | +239.3% | +72.6% | +166.7% | +151.3% |
| 10Y | +126.9% | +308.2% | -181.3% | +6.2% |
| All | +657.5% | +1,808.0% | -1,150.5% | +116.1% |
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