-63.2%
SPCH vs VFC
+16.8%
-79.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.4% | -12.0% | -8.1% |
| 7D | -13.4% | +21.5% | -34.9% | -15.7% |
| 30D | -39.6% | +46.7% | -86.3% | -44.2% |
| 3M | -1.4% | +38.4% | -39.8% | -8.5% |
| All | -63.2% | +16.8% | -79.9% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · Available span rolling