+218.3%
RFV vs SPY
+311.3%
-93.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.4% |
| 7D | +1.2% | +0.5% | +0.7% | +0.6% |
| 30D | +0.4% | -0.9% | +1.3% | +1.4% |
| 3M | +6.0% | +3.9% | +2.2% | +1.5% |
| 6M | +16.7% | +14.5% | +2.2% | +0.1% |
| YTD | +18.9% | +12.9% | +5.9% | +3.5% |
| 1Y | +17.3% | +19.4% | -2.1% | -4.0% |
| 3Y | +56.3% | +78.5% | -22.2% | -18.3% |
| 5Y | +77.7% | +81.8% | -4.0% | -9.3% |
| 10Y | +218.3% | +311.5% | -93.2% | -36.9% |
| All | +218.3% | +311.3% | -93.0% | -36.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling