+693.7%
FVD vs SPY
+1,072.7%
-379.0%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -0.9% | +0.1% | -1.0% | -1.0% |
| 3M | +6.7% | +2.0% | +4.7% | +4.7% |
| 6M | +2.0% | +13.0% | -11.0% | -7.6% |
| YTD | +10.0% | +13.5% | -3.5% | -0.8% |
| 1Y | +10.9% | +20.0% | -9.0% | -4.4% |
| 3Y | +37.3% | +77.2% | -39.9% | -14.2% |
| 5Y | +35.1% | +81.9% | -46.7% | -18.5% |
| 10Y | +129.5% | +314.1% | -184.5% | -29.2% |
| All | +693.7% | +1,072.7% | -379.0% | +19.8% |
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