-58.5%
FVRR vs SPY
+9.9%
-68.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.6% |
| 7D | -1.1% | -2.7% | +1.6% | +1.6% |
| 30D | -2.4% | -5.4% | +3.0% | +3.1% |
| 3M | -9.8% | -4.1% | -5.7% | -6.0% |
| 6M | -26.3% | +0.7% | -27.0% | -26.9% |
| YTD | -58.0% | +8.7% | -66.7% | -61.2% |
| 1Y | -58.5% | +10.9% | -69.3% | -62.6% |
| All | -58.5% | +9.9% | -68.3% | -62.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling