+135.6%
FVCB vs SPY
+307.0%
-171.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +0.1% | +2.6% | -2.5% | -2.1% |
| 30D | -6.1% | -2.0% | -4.1% | -4.7% |
| 3M | -13.3% | -2.8% | -10.5% | -11.4% |
| 6M | +6.6% | +2.1% | +4.5% | +4.2% |
| YTD | +18.8% | +11.5% | +7.4% | +7.7% |
| 1Y | +31.6% | +13.5% | +18.2% | +17.4% |
| 3Y | +53.5% | +77.7% | -24.2% | -6.2% |
| 5Y | +2.4% | +72.6% | -70.2% | -37.0% |
| All | +135.6% | +307.0% | -171.5% | -24.7% |
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