+18.0%
FVR vs SPY
+35.1%
-17.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +2.0% |
| 7D | +4.9% | -0.6% | +5.5% | +5.2% |
| 30D | +18.7% | -3.7% | +22.4% | +21.2% |
| 3M | +3.0% | -2.7% | +5.7% | +4.5% |
| 6M | +11.0% | +2.2% | +8.8% | +8.7% |
| YTD | +38.6% | +10.8% | +27.7% | +27.7% |
| 1Y | +57.1% | +11.2% | +45.8% | +44.2% |
| All | +18.0% | +35.1% | -17.2% | +0.6% |
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