+2.6%
FVCB vs SPY
+72.2%
-69.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -2.7% | -0.6% | -2.2% | -2.4% |
| 30D | -5.7% | -3.7% | -2.0% | -3.7% |
| 3M | -11.5% | -2.7% | -8.8% | -10.2% |
| 6M | +4.4% | +2.2% | +2.2% | +2.8% |
| YTD | +19.3% | +10.8% | +8.4% | +11.9% |
| 1Y | +33.6% | +11.2% | +22.4% | +25.0% |
| 3Y | +52.2% | +76.5% | -24.3% | +14.6% |
| 5Y | +2.6% | +72.9% | -70.4% | -23.3% |
| All | +2.6% | +72.2% | -69.7% | -23.3% |
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