+130.5%
FVCB vs SPY
+312.9%
-182.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.5% |
| 7D | -3.7% | -2.7% | -1.0% | -1.5% |
| 30D | -6.6% | -5.4% | -1.2% | -2.3% |
| 3M | -12.9% | -4.1% | -8.8% | -10.0% |
| 6M | +3.3% | +0.7% | +2.6% | +2.2% |
| YTD | +18.8% | +8.7% | +10.1% | +10.0% |
| 1Y | +34.9% | +10.9% | +24.0% | +22.7% |
| 3Y | +47.6% | +75.0% | -27.4% | -8.6% |
| 5Y | +1.9% | +67.8% | -65.9% | -35.7% |
| All | +130.5% | +312.9% | -182.3% | -22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling