+280.4%
FVAL vs SPY
+305.1%
-24.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.4% | +0.9% | +0.8% |
| 7D | -2.8% | -4.7% | +2.0% | +1.9% |
| 30D | -2.1% | -5.9% | +3.8% | +3.8% |
| 3M | -2.5% | -4.5% | +2.1% | +1.9% |
| 6M | +6.0% | +1.8% | +4.2% | +4.0% |
| YTD | +12.7% | +8.3% | +4.3% | +4.0% |
| 1Y | +16.3% | +9.3% | +6.9% | +6.3% |
| 3Y | +75.1% | +74.9% | +0.2% | +0.6% |
| 5Y | +71.8% | +67.3% | +4.5% | +2.9% |
| 10Y | +285.6% | +311.6% | -26.0% | -5.1% |
| All | +280.4% | +305.1% | -24.7% | -4.4% |
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