-95.6%
FVRR vs SPY
+72.1%
-167.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.9% |
| 7D | -3.0% | +2.6% | -5.6% | -7.3% |
| 30D | -5.8% | -2.0% | -3.9% | -2.9% |
| 3M | -10.8% | -2.8% | -8.0% | -6.8% |
| 6M | -24.7% | +2.1% | -26.8% | -28.1% |
| YTD | -59.3% | +11.5% | -70.7% | -66.8% |
| 1Y | -63.9% | +13.5% | -77.4% | -71.6% |
| 3Y | -62.7% | +77.7% | -140.4% | -88.7% |
| All | -95.6% | +72.1% | -167.7% | -98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling