-68.5%
FRVO vs SPY
+2.7%
-71.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.1% |
| 7D | +27.5% | +2.6% | +24.9% | +20.1% |
| 30D | +5.2% | -2.0% | +7.2% | +11.9% |
| 3M | -43.4% | -2.8% | -40.6% | -38.1% |
| 6M | -68.5% | +2.1% | -70.6% | -70.0% |
| All | -68.5% | +2.7% | -71.2% | -70.0% |
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