+54.2%
FVCB vs SPY
+78.0%
-23.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.1% | -1.7% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -5.8% | -3.3% | -2.5% | -3.3% |
| 3M | -11.7% | -2.4% | -9.3% | -10.0% |
| 6M | +4.2% | +2.6% | +1.6% | +1.4% |
| YTD | +19.1% | +11.2% | +7.8% | +7.6% |
| 1Y | +34.6% | +13.4% | +21.3% | +19.3% |
| 3Y | +54.2% | +79.9% | -25.7% | -23.8% |
| All | +54.2% | +78.0% | -23.8% | -23.8% |
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