-77.4%
FVRR vs SPY
+194.6%
-272.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -1.9% |
| 7D | -2.6% | +0.5% | -3.1% | -3.3% |
| 30D | -4.4% | -0.9% | -3.4% | -3.1% |
| 3M | -12.1% | +3.9% | -16.0% | -16.4% |
| 6M | -20.5% | +14.5% | -35.0% | -34.2% |
| YTD | -54.4% | +12.9% | -67.3% | -61.4% |
| 1Y | -62.8% | +19.4% | -82.1% | -70.8% |
| 3Y | -69.1% | +78.5% | -147.5% | -86.2% |
| 5Y | -95.0% | +81.8% | -176.8% | -97.7% |
| All | -77.4% | +194.6% | -272.0% | -92.7% |
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