-8.7%
BVS vs SPY
+81.0%
-89.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -0.9% |
| 7D | -5.1% | -0.4% | -4.8% | -4.7% |
| 30D | -2.4% | -1.4% | -1.0% | -0.8% |
| 3M | +48.2% | +3.7% | +44.4% | +41.4% |
| 6M | +58.3% | +13.0% | +45.3% | +36.0% |
| YTD | +83.2% | +12.4% | +70.8% | +58.4% |
| 1Y | +87.5% | +18.5% | +69.0% | +51.1% |
| 3Y | +334.1% | +77.6% | +256.4% | +106.0% |
| 5Y | -8.7% | +81.7% | -90.4% | -59.3% |
| All | -8.7% | +81.0% | -89.7% | -59.3% |
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 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