+724.9%
FVD vs SPY
+1,059.7%
-334.9%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | -0.8% |
| 7D | -0.5% | -0.9% | +0.4% | +0.1% |
| 30D | +8.0% | -2.4% | +10.4% | +9.7% |
| 3M | +3.0% | -1.2% | +4.1% | +3.6% |
| 6M | +11.6% | +3.3% | +8.3% | +8.2% |
| YTD | +14.4% | +12.3% | +2.1% | +3.7% |
| 1Y | +15.0% | +12.4% | +2.6% | +4.1% |
| 3Y | +48.1% | +78.8% | -30.7% | -8.4% |
| 5Y | +39.5% | +75.2% | -35.7% | -13.5% |
| 10Y | +141.6% | +311.1% | -169.5% | -25.3% |
| All | +724.9% | +1,059.7% | -334.9% | +25.2% |
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