+29.1%
SPFF vs VT
+215.5%
-186.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -1.5% | -2.3% | +0.8% | -0.3% |
| 30D | -3.9% | -5.0% | +1.1% | -1.5% |
| 3M | -6.0% | -4.9% | -1.1% | -3.7% |
| 6M | -6.2% | -1.5% | -4.7% | -5.6% |
| YTD | -1.9% | +8.5% | -10.4% | -5.8% |
| 1Y | +1.7% | +11.4% | -9.6% | -3.5% |
| 3Y | +21.9% | +70.1% | -48.2% | -6.3% |
| 5Y | +0.3% | +53.7% | -53.4% | -19.5% |
| All | +29.1% | +215.5% | -186.4% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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