+41.9%
MVFD vs SPY
+51.5%
-9.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.5% | +0.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +9.8% | -3.3% | +13.1% | +12.3% |
| 3M | +11.9% | -2.4% | +14.3% | +13.6% |
| 6M | +14.0% | +2.6% | +11.4% | +11.2% |
| YTD | +22.5% | +11.2% | +11.3% | +11.7% |
| 1Y | +24.1% | +13.4% | +10.7% | +11.4% |
| All | +41.9% | +51.5% | -9.6% | +1.7% |
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