+14.7%
FVR vs SPY
+36.9%
-22.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.1% | -3.5% |
| 7D | -0.7% | -0.9% | +0.2% | -0.3% |
| 30D | +13.0% | -2.4% | +15.3% | +14.4% |
| 3M | -0.5% | -1.2% | +0.7% | 0.0% |
| 6M | +7.8% | +3.3% | +4.5% | +5.0% |
| YTD | +34.8% | +12.3% | +22.5% | +23.2% |
| 1Y | +48.2% | +12.4% | +35.7% | +35.2% |
| All | +14.7% | +36.9% | -22.2% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling