+14.2%
FVR vs SPY
+32.5%
-18.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | +2.9% | -2.7% | +5.6% | +4.4% |
| 30D | +16.9% | -5.4% | +22.2% | +20.6% |
| 3M | -1.2% | -4.1% | +2.9% | +1.1% |
| 6M | +11.6% | +0.7% | +10.9% | +10.2% |
| YTD | +34.1% | +8.7% | +25.5% | +25.1% |
| 1Y | +54.3% | +10.9% | +43.4% | +41.6% |
| All | +14.2% | +32.5% | -18.3% | -1.5% |
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