+721.5%
FVD vs SPY
+1,048.9%
-327.3%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | -0.6% |
| 7D | +0.4% | +0.1% | +0.3% | +0.2% |
| 30D | +8.3% | -3.3% | +11.6% | +10.9% |
| 3M | +2.0% | -2.4% | +4.5% | +3.7% |
| 6M | +10.9% | +2.6% | +8.4% | +8.1% |
| YTD | +13.9% | +11.2% | +2.6% | +4.0% |
| 1Y | +15.9% | +13.4% | +2.5% | +4.2% |
| 3Y | +48.3% | +79.9% | -31.6% | -8.7% |
| 5Y | +38.9% | +72.2% | -33.2% | -12.7% |
| 10Y | +140.8% | +307.3% | -166.6% | -25.0% |
| All | +721.5% | +1,048.9% | -327.3% | +25.6% |
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