+54.0%
FDV vs SPY
+95.2%
-41.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.2% | -2.7% | +1.5% | 0.0% |
| 30D | +8.2% | -5.4% | +13.6% | +10.8% |
| 3M | +3.5% | -4.1% | +7.6% | +5.3% |
| 6M | +10.8% | +0.7% | +10.1% | +9.9% |
| YTD | +21.6% | +8.7% | +13.0% | +15.8% |
| 1Y | +25.3% | +10.9% | +14.4% | +17.9% |
| 3Y | +67.0% | +75.0% | -8.0% | +17.2% |
| All | +54.0% | +95.2% | -41.1% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling