+62.8%
DBVT vs SPY
+67.0%
-4.2%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | +1.5% |
| 7D | -4.8% | -4.7% | 0.0% | -1.6% |
| 30D | -1.8% | -5.9% | +4.1% | +2.3% |
| 3M | -31.2% | -4.5% | -26.6% | -29.0% |
| 6M | -49.7% | +1.8% | -51.5% | -50.3% |
| YTD | -48.9% | +8.3% | -57.2% | -51.4% |
| 1Y | -30.5% | +9.3% | -39.8% | -34.5% |
| 3Y | +375.7% | +74.9% | +300.9% | +242.6% |
| 5Y | +62.8% | +67.3% | -4.5% | +20.7% |
| All | +62.8% | +67.0% | -4.2% | +20.7% |
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