+560.4%
RFV vs SPY
+739.6%
-179.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.8% |
| 7D | -3.6% | -2.7% | -0.9% | -0.8% |
| 30D | -0.9% | -5.4% | +4.5% | +4.9% |
| 3M | -4.4% | -4.1% | -0.4% | -0.3% |
| 6M | +1.7% | +0.7% | +1.0% | +0.5% |
| YTD | +13.0% | +8.7% | +4.3% | +2.8% |
| 1Y | +16.6% | +10.9% | +5.7% | +3.8% |
| 3Y | +52.6% | +75.0% | -22.3% | -16.1% |
| 5Y | +57.8% | +67.8% | -10.0% | -9.4% |
| 10Y | +215.2% | +312.9% | -97.6% | -27.6% |
| All | +560.4% | +739.6% | -179.2% | -20.8% |
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