+137.8%
FBCV vs SPY
+158.5%
-20.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | +1.9% | -0.6% | +2.4% | +2.2% |
| 30D | +6.2% | -3.7% | +9.9% | +8.9% |
| 3M | +4.6% | -2.7% | +7.3% | +6.5% |
| 6M | +15.9% | +2.2% | +13.8% | +13.8% |
| YTD | +26.0% | +10.8% | +15.2% | +16.8% |
| 1Y | +31.2% | +11.2% | +19.9% | +21.2% |
| 3Y | +73.3% | +76.5% | -3.2% | +13.1% |
| 5Y | +69.2% | +72.9% | -3.7% | +11.6% |
| All | +137.8% | +158.5% | -20.7% | +7.9% |
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