+170.2%
FBT vs SPY
+307.0%
-136.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | +1.8% | +2.6% | -0.8% | -0.4% |
| 30D | +3.1% | -2.0% | +5.1% | +4.9% |
| 3M | +5.8% | -2.8% | +8.6% | +8.5% |
| 6M | +27.5% | +2.1% | +25.4% | +24.8% |
| YTD | +31.2% | +11.5% | +19.7% | +19.0% |
| 1Y | +35.7% | +13.5% | +22.3% | +21.2% |
| 3Y | +102.0% | +77.7% | +24.3% | +20.3% |
| 5Y | +73.2% | +72.6% | +0.6% | +5.4% |
| All | +170.2% | +307.0% | -136.8% | -34.2% |
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