-32.8%
FDRV vs SPY
+85.5%
-118.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.1% |
| 7D | -1.1% | -0.4% | -0.7% | -0.6% |
| 30D | -7.7% | -1.4% | -6.4% | -5.8% |
| 3M | -13.1% | +3.7% | -16.8% | -17.4% |
| 6M | +3.6% | +13.0% | -9.4% | -12.5% |
| YTD | +3.1% | +12.4% | -9.3% | -12.1% |
| 1Y | +4.6% | +18.5% | -13.9% | -17.1% |
| 3Y | -3.2% | +77.6% | -80.8% | -58.0% |
| All | -32.8% | +85.5% | -118.3% | -71.1% |
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