+15.9%
FVR vs SPY
+35.6%
-19.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | +0.1% |
| 7D | +3.0% | +0.1% | +2.9% | +2.8% |
| 30D | +16.6% | -3.3% | +20.0% | +18.8% |
| 3M | -1.1% | -2.4% | +1.3% | +0.1% |
| 6M | +9.1% | +2.6% | +6.5% | +6.6% |
| YTD | +36.2% | +11.2% | +24.9% | +25.2% |
| 1Y | +56.0% | +13.4% | +42.6% | +41.3% |
| All | +15.9% | +35.6% | -19.7% | -1.3% |
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