+184.2%
FBT vs SPY
+315.0%
-130.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +0.7% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | +3.1% | -3.3% | +6.4% | +6.2% |
| 3M | +6.9% | -2.4% | +9.3% | +9.2% |
| 6M | +30.5% | +2.6% | +28.0% | +27.3% |
| YTD | +32.4% | +11.2% | +21.2% | +20.3% |
| 1Y | +40.6% | +13.4% | +27.2% | +25.6% |
| 3Y | +103.4% | +79.9% | +23.5% | +19.7% |
| 5Y | +72.3% | +72.2% | +0.1% | +5.0% |
| 10Y | +184.2% | +307.3% | -123.1% | -30.1% |
| All | +184.2% | +315.0% | -130.8% | -30.1% |
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