+6.1%
FCVT vs SPY
+67.0%
-60.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.4% | -0.1% | -1.5% |
| 7D | -8.2% | -4.7% | -3.5% | -5.2% |
| 30D | -15.4% | -5.9% | -9.4% | -11.7% |
| 3M | -16.3% | -4.5% | -11.8% | -13.6% |
| 6M | -16.5% | +1.8% | -18.2% | -17.0% |
| YTD | -0.8% | +8.3% | -9.1% | -5.3% |
| 1Y | -3.1% | +9.3% | -12.5% | -7.9% |
| 3Y | +46.2% | +74.9% | -28.6% | +3.7% |
| 5Y | +6.1% | +67.3% | -61.1% | -21.2% |
| All | +6.1% | +67.0% | -60.9% | -21.2% |
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 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