+601.5%
RFV vs SPY
+777.2%
-175.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +0.8% | +0.1% | +0.8% | +0.7% |
| 3M | +6.6% | +2.0% | +4.6% | +4.1% |
| 6M | +14.4% | +13.0% | +1.4% | +0.1% |
| YTD | +20.1% | +13.5% | +6.5% | +4.5% |
| 1Y | +18.4% | +20.0% | -1.5% | -2.8% |
| 3Y | +50.7% | +77.2% | -26.5% | -18.0% |
| 5Y | +76.0% | +81.9% | -5.9% | -7.1% |
| 10Y | +224.2% | +314.1% | -89.8% | -25.7% |
| All | +601.5% | +777.2% | -175.8% | -19.5% |
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