+294.1%
FVAL vs SPY
+323.8%
-29.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.4% | +0.4% |
| 7D | +0.7% | -0.7% | +1.4% | +1.4% |
| 30D | +2.0% | -1.0% | +3.1% | +3.0% |
| 3M | +1.0% | -0.3% | +1.4% | +1.3% |
| 6M | +10.8% | +7.3% | +3.5% | +3.3% |
| YTD | +16.7% | +13.3% | +3.4% | +3.2% |
| 1Y | +21.0% | +14.8% | +6.3% | +5.7% |
| 3Y | +81.4% | +82.9% | -1.6% | -0.2% |
| 5Y | +78.9% | +75.6% | +3.4% | +2.3% |
| 10Y | +299.5% | +330.5% | -31.0% | -5.9% |
| All | +294.1% | +323.8% | -29.6% | -5.1% |
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 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