+319.5%
FVCB vs SPY
+343.0%
-23.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | +2.5% | +0.1% | +2.4% | +2.4% |
| 30D | -1.4% | +0.1% | -1.5% | -1.5% |
| 3M | +17.2% | +2.0% | +15.2% | +15.2% |
| 6M | +22.5% | +13.0% | +9.5% | +11.2% |
| YTD | +36.3% | +13.5% | +22.7% | +23.2% |
| 1Y | +40.7% | +20.0% | +20.8% | +21.7% |
| 3Y | +54.9% | +77.2% | -22.3% | +0.2% |
| 5Y | +21.5% | +81.9% | -60.4% | -24.6% |
| 10Y | +160.7% | +314.1% | -153.4% | +1.3% |
| All | +319.5% | +343.0% | -23.5% | +66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling