+9.4%
FCVT vs SPY
+71.5%
-62.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +0.9% |
| 7D | -0.6% | +0.1% | -0.6% | -0.6% |
| 30D | -10.7% | -3.3% | -7.3% | -8.5% |
| 3M | -13.2% | -2.4% | -10.8% | -11.7% |
| 6M | -14.5% | +2.6% | -17.1% | -15.6% |
| YTD | +2.5% | +11.2% | -8.7% | -3.8% |
| 1Y | +1.1% | +13.4% | -12.3% | -6.2% |
| 3Y | +53.9% | +79.9% | -26.0% | +7.0% |
| 5Y | +9.4% | +72.2% | -62.7% | -20.1% |
| All | +9.4% | +71.5% | -62.0% | -20.1% |
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 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