+0.6%
FVCB vs SPY
+67.4%
-66.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.4% |
| 7D | -3.7% | -2.7% | -1.0% | -2.2% |
| 30D | -6.6% | -5.4% | -1.2% | -3.6% |
| 3M | -12.9% | -4.1% | -8.8% | -10.8% |
| 6M | +3.3% | +0.7% | +2.6% | +2.6% |
| YTD | +18.8% | +8.7% | +10.1% | +12.7% |
| 1Y | +34.9% | +10.9% | +24.0% | +26.4% |
| 3Y | +47.6% | +75.0% | -27.4% | +11.9% |
| All | +0.6% | +67.4% | -66.8% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling