-79.4%
FVRR vs SPY
+189.1%
-268.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -2.8% |
| 7D | -0.6% | -0.6% | 0.0% | +0.1% |
| 30D | -6.0% | -3.7% | -2.3% | -1.2% |
| 3M | -9.8% | -2.7% | -7.0% | -6.5% |
| 6M | -28.4% | +2.2% | -30.6% | -30.7% |
| YTD | -58.5% | +10.8% | -69.3% | -64.0% |
| 1Y | -62.4% | +11.2% | -73.7% | -67.6% |
| 3Y | -62.5% | +76.5% | -139.0% | -83.1% |
| 5Y | -95.4% | +72.9% | -168.3% | -97.7% |
| All | -79.4% | +189.1% | -268.6% | -93.2% |
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