+141.5%
FVD vs SPY
+304.1%
-162.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.5% |
| 7D | +1.5% | -0.6% | +2.1% | +1.9% |
| 30D | +8.5% | -3.7% | +12.2% | +11.3% |
| 3M | +2.9% | -2.7% | +5.6% | +4.7% |
| 6M | +11.2% | +2.2% | +9.0% | +8.8% |
| YTD | +14.2% | +10.8% | +3.3% | +5.1% |
| 1Y | +16.0% | +11.2% | +4.7% | +6.4% |
| 3Y | +47.9% | +76.5% | -28.6% | -6.3% |
| 5Y | +38.9% | +72.9% | -34.0% | -11.6% |
| 10Y | +141.5% | +304.8% | -163.4% | -24.9% |
| All | +141.5% | +304.1% | -162.6% | -24.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling