+266.5%
FVCB vs SPY
+322.6%
-56.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.2% | +0.1% |
| 7D | -4.4% | -4.7% | +0.3% | -0.9% |
| 30D | -7.1% | -5.9% | -1.1% | -2.8% |
| 3M | -13.9% | -4.5% | -9.3% | -10.9% |
| 6M | +4.3% | +1.8% | +2.5% | +2.4% |
| YTD | +19.1% | +8.3% | +10.7% | +11.4% |
| 1Y | +34.3% | +9.3% | +25.0% | +24.7% |
| 3Y | +49.4% | +74.9% | -25.5% | -2.4% |
| 5Y | +2.2% | +67.3% | -65.1% | -32.1% |
| 10Y | +131.1% | +311.6% | -180.4% | -7.1% |
| All | +266.5% | +322.6% | -56.1% | +50.7% |
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 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