+77.1%
FELV vs SPY
+75.0%
+2.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.2% |
| 7D | -1.2% | -0.4% | -0.8% | -0.9% |
| 30D | -1.7% | -1.4% | -0.3% | -0.7% |
| 3M | +8.0% | +3.7% | +4.3% | +5.0% |
| 6M | +19.3% | +13.0% | +6.3% | +8.7% |
| YTD | +23.1% | +12.4% | +10.7% | +12.6% |
| 1Y | +29.8% | +18.5% | +11.3% | +14.1% |
| All | +77.1% | +75.0% | +2.1% | +14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling