-76.8%
FVRR vs SPY
+196.2%
-273.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.1% |
| 7D | -2.3% | +0.1% | -2.4% | -2.5% |
| 30D | -2.1% | +0.1% | -2.2% | -2.2% |
| 3M | -10.0% | +2.0% | -12.0% | -12.4% |
| 6M | -14.9% | +13.0% | -27.9% | -28.3% |
| YTD | -53.2% | +13.5% | -66.7% | -60.7% |
| 1Y | -60.5% | +20.0% | -80.4% | -69.2% |
| 3Y | -67.1% | +77.2% | -144.3% | -85.1% |
| 5Y | -95.0% | +81.9% | -176.8% | -97.7% |
| All | -76.8% | +196.2% | -273.0% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling