-32.0%
BVS vs SPY
+108.6%
-140.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.5% |
| 7D | -9.1% | -2.0% | -7.1% | -6.9% |
| 30D | -5.7% | -1.7% | -4.1% | -3.9% |
| 3M | +44.3% | +4.7% | +39.6% | +36.4% |
| 6M | +47.4% | +12.5% | +34.9% | +27.9% |
| YTD | +75.5% | +11.7% | +63.8% | +53.5% |
| 1Y | +86.6% | +17.5% | +69.1% | +52.9% |
| 3Y | +315.9% | +76.6% | +239.4% | +104.8% |
| 5Y | -11.0% | +82.0% | -93.1% | -58.8% |
| All | -32.0% | +108.6% | -140.6% | -72.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling