-79.2%
FVRR vs SPY
+183.5%
-262.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.7% |
| 7D | -1.1% | -2.7% | +1.6% | +2.6% |
| 30D | -2.4% | -5.4% | +3.0% | +5.1% |
| 3M | -9.8% | -4.1% | -5.7% | -4.7% |
| 6M | -26.3% | +0.7% | -27.0% | -27.3% |
| YTD | -58.0% | +8.7% | -66.7% | -62.6% |
| 1Y | -58.5% | +10.9% | -69.3% | -64.1% |
| 3Y | -61.7% | +75.0% | -136.7% | -82.6% |
| 5Y | -94.8% | +67.8% | -162.5% | -97.3% |
| All | -79.2% | +183.5% | -262.7% | -92.9% |
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