+12.3%
FVR vs SPY
+35.9%
-23.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | -1.7% | +2.6% | -4.3% | -3.2% |
| 30D | +12.0% | -2.0% | +14.0% | +13.1% |
| 3M | -4.6% | -2.8% | -1.8% | -3.2% |
| 6M | +7.6% | +2.1% | +5.4% | +5.5% |
| YTD | +31.9% | +11.5% | +20.4% | +21.1% |
| 1Y | +42.7% | +13.5% | +29.2% | +29.3% |
| All | +12.3% | +35.9% | -23.7% | -4.6% |
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 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