+38.9%
FVD vs SPY
+71.5%
-32.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | 0.0% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +8.3% | -3.3% | +11.6% | +10.1% |
| 3M | +2.0% | -2.4% | +4.5% | +3.2% |
| 6M | +10.9% | +2.6% | +8.4% | +8.9% |
| YTD | +13.9% | +11.2% | +2.6% | +6.6% |
| 1Y | +15.9% | +13.4% | +2.5% | +7.3% |
| 3Y | +48.3% | +79.9% | -31.6% | +1.8% |
| 5Y | +38.9% | +72.2% | -33.2% | -4.4% |
| All | +38.9% | +71.5% | -32.5% | -4.4% |
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