+125.1%
FBCV vs SPY
+160.5%
-35.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.1% |
| 7D | -2.8% | -2.0% | -0.8% | -1.4% |
| 30D | -0.9% | -1.7% | +0.8% | +0.2% |
| 3M | +9.5% | +4.7% | +4.8% | +5.9% |
| 6M | +16.7% | +12.5% | +4.2% | +7.2% |
| YTD | +19.3% | +11.7% | +7.6% | +10.0% |
| 1Y | +28.1% | +17.5% | +10.6% | +14.0% |
| 3Y | +60.4% | +76.6% | -16.1% | +4.8% |
| 5Y | +67.0% | +82.0% | -15.0% | +5.6% |
| All | +125.1% | +160.5% | -35.4% | +1.7% |
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 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